I’m guessing that you’ve been using kernels from packages provided by your distribution and its maintainers simply haven’t decided yet that Wayland is used wide enough to put things it needs into default kernel. But that’s just a matter of time.
On distribution I use, for example, I did not have to compile my own kernel when I decided to check Wayland out. But that’s only because kernel package maintainers of my distribution have decided to enable it earlier