That's not really it. Data storage mediums have progressed to the point where it's more economical to put information in-game as a tutorial or help document than to print it on paper. It's mostly a cost saving method, but it has the added benefit of increasing player immersion.
This is not always the case. You have to admit that those game companies who go the extra mile to toss in a well-designed, durable manual deserve some credit. Especially in the case of Fallout 1 and 2 where some sections are written in-character, as a Vault-Tec guide to survival and the Vault Dweller's memoirs, respectively. Oh, then there's also the days when nice other goodies such as maps and figurines used to come with the
regular edition of the game, not some overpriced collector's edition that gets me a flimsy art book or a soundtrack CD that I could've burned myself using the files from the game.
That is to say, I prefer to cuddle up at night with a fresh new game manual and read the entire thing, drool at the images, et cetera, rather than sit through a monotonous tutorial or anything of the sort. As stated by several after your post, I feel that ingame help is really immersion-breaking. Yes, there may be some games where it's nice when an NPC tells you how to use this awesome new experimental weapon they've been working on, but at the same time, I think my character should already know how to initiate combat on their own, and they should expect me to know how to tell them to initiate combat.