PhysX needs to be installed first.
its not set up on many systems,

Good luck to get casual User Lucy to search, download and install a dangerous driver
to run a small Indy Game.

Its easier for her to click "next entry".

Using PhysX is overkill for many hobby games.
Requiering something extra to be installed is a deathnote.
(Its not Crysis or WoW, people will have very little patiance with a small Indy game)

The whole point Why Apple (iPhone etc) is so successful is because of
the design philosophy "It just works", for their products and software.