First of all, the default jar that Gradle produces will only contain the classes compiled from the source code in the project. It would be counterproductive to always include all of the dependencies in that jar because depending on the deployment environment, those dependencies would already be provided. If you were using the “war” plugin, those dependencies would be included in the WEB-INF/lib.
Second, concerning why the Shadow plugin isn’t provided “natively” in Gradle, the Gradle core is intentionally minimal because different people have different ideas about what they need for their build, and there are widely differing needs. The rich plugin ecosystem that Gradle provides and supports makes this possible.