Just an FYI, there is some talk recently that it may come back (the old vault).

Now that is good news.

Since the Premium Modules are abandonware and the authentication servers are down, Why hasn't the final 3 modules been bundled with the game yet?

The auth server still responds to premium module auth requests(they wouldn't work otherwise, unless you have '.dat' files for the modules in your 'premium' folder).

You can verify this yourself in minutes. Grab Wireshark and start capturing, then launch PotSC, WC, or ID. If you then check Wireshark, you can see the game sending out a premium module auth request(packet starts with 'BMDQ'), then you can see the server respond(packet starts with 'BMDR"). The server currently allows any request, regardless of whether you own the module or not, and will send back the decryption key for the module.

*does gleeful little dance*

If you're interested and don't have Infinite Dungeons, Wyvern Crown, etc you can find it for download here:
http://neverwintervault.org/project/nwn1/module/bioware-premium-modules

Keep in mind you'll also need a DAT generator now that BioWare shut down its the authentication server:
http://neverwintervault.org/project/nwn1/other/tool/premium-module-offline-authenticator-generator

Enjoy

On a related note, I cannot seem to get the premium (Wyvern Crown, etc.) modules to install. When I run the installer, I get the following error message: "Neverwinter Nights could not be found. Please run the updater or reinstall the game from the original CD-ROMs or DVD and try again." Anyone have any idea what this means and how to handle it? I googled the error message and only found a couple of links in Chinese and Russian, which weren't of much help, even when translated.

I suggest you to simply open the installer exe in WinRAR. Yes, this is possible. You can then extract the contents directly into your game folder.