Doublefine has a habit of selling its soundtracks separately. You'll notice that Psychonauts doesn't include a soundtrack on this site either, but it's available from Doublefine's store. Perhaps it's to do with some agreement that Peter McConnell signed with them?
As for Brutal Legend... Yeah, there is no way in hell that you're going to get a single package containing 107 different songs from 75 bands. That is a licensing nightmare, and frankly I'm amazed that they got all that for the game, let alone for separate album sales.
The 20 original tunes are for sale, though, if that's enough to satisfy your need for METAAAAAAAAAAL!
http://www.amazon.com/Br%C3%BCtal-Legend-Original-Soundtrack/dp/B002V6E7TG