That's because Ruby folks don't work on that as a community. We're all working on our pet projects, instead of helping get ruby1.9 into the popular OSes -- there's no one-click installer for Windows or OSX, and packages for various linux distros are lagging.

(Yes, I'm pointing the finger at myself too... if only I could stop wasting my time on random stuff, I could spend a bit of time each week helping out.)