Well, they do get installed, and even shown on the side panel. If it were explicit about "Installing Foo plugin which is a dependency of Bar plugin, Baz plugin" that should be fine I think. We're showing dependencies on the selection list anyway.
Although, the Mailer Plugin does have it's own box and when you view it on the Plugin Manager page it is shown as a dependency of several other plugins. This seems inconsistent.
Not sure what you mean. A plugin can be both available for selection on the list at the beginning, and also be a dependency. What the list currently does not do is indicate which plugins in the list already get automatically installed because they're dependencies of another plugin that is checked – another minor RFE?