Why I do not have Gnome Shell with Gnome 3?

Gnome shell is an entirely different environment. Kind of like Gnome Classic vs Unity. If you install Gnome Shell you can select it as your desktop session at login by clicking the little gear beside your user name and selecting Gnome. (As opposed to Gnome Classic or Unity). It shouldn't affect anything else. If you don't like it you can just switch back to unity by clicking that same gear at login.

A shell, in this context, is an application that you use to launch applications, switch between windows, etc. In Windows, that would be the taskbar. In Ubuntu, the default shell is called Unity and is what you see on your desktop when you first log in. It has a panel at the top which contains some indicators, a launcher on the left of the screen and lenses, which are used to find files, applications and other things. Gnome Shell is another shell that does the same things that Unity does, but in a different way. We have many different shells to choose from in Ubuntu, but Unity and Gnome Shell are both new and more "modern" than most other shells, so they are very popular. Since they're rather similar, people are fighting over which is best. It's rather silly, because you can have both and choose between them when you login. It's just like having two web browsers, except you can't use both at the same time.

Gnome, on the other hand, is a desktop environment. It has many, many applications, like file browser, video player, music player, photo album, an office suite called Gnome Office, and a web browser called Epiphany. Ubuntu is mostly based on Gnome, but have replaced some of Gnomes applications with more well known applications. For instance, Ubuntu uses Firefox instead of Epiphany, LibreOffice (formerly OpenOffice.org) instead of Gnome Office and Mozilla Thunderbird instead of Evolution. Ubuntu has chosen not to use Gnomes shell, instead making its own Unity.

Some people use very strong words of approval or disapproval of the shells, much like some people hate Firefox and loves Opera. It's true that they have different strengths and weaknesses, but they're still just choices. If you're curious, then install and test them yourself. If you're happy with what you have, then you don't need to do anything.

Shells are important programs because they define how you interact with your desktop, but they're still just apps.

Both 11.04 and 11.10 have Unity instead of Gnome shell, which is why Gnome shell is not installed. Whether you need it and why are questions only you can answer. As for extra capabilities, you get none, just a different GUI.

I am sure that this question has been answered many times before. If not on this site then certainly on Ubuntu forums. For a different approach please read Mark Shuttleworth's blog for March of this year. There is a lot to read but it may give you an idea of why Canonical has gone for Unity and not Gnome shell or both.

And then look at the second link and wonder as I do, why Canonical has made it so easy to use Gnome shell 3 with Gnome 3 in Ubuntu instead of Unity. They must be decent people is what I say.

Mark Shuttleworth and Canonical's issues with the Gnome organization

Installing Gnome shell in 11.10 made easy by Canonical

Regards.