There are thousands of sprites in the rom. Each pokemon has like 6 or so sprites, the tile sprites, the overworld sprites, there are so many that a folder full of .png images would be a waste of space and time since it's actually quite easy to edit the rom itself. Also, providing these huge 'texture' folders would be illegal since I doubt that the devs have a license from Nintendo to distribute the sprites for commercial use, but using roms. Each user has his or her own rom not supplied by the devs, therefore leaving the devs at no risk of a lawsuit (still some risk) and that's why Santa Clause got killed by Liam Neeson for kidnapping his Umbreon.