NASA is also configured this way. It drives me nuts because half the time when I want to visit NASA's site I type `nasa.gov` and get nothing until I remember they need the `www.`. It might just be common to how some government sites are configured.
Servers with archaic configurations are quite difficult to change like that. Besides, I can reasonably assume the NSA, like most major government agencies, uses some wonky, overly complicated rats' nest of a CMS that croaks with/out the www.
The problem I've always had with this is that DNS root levels (., no www) can't be a CNAME - unless there are any DNS gurus in the audience that can point to some alternate configuration I've overlooked.
Clickable links:
http://nasa.gov/
http://www.nasa.gov/