It would indeed be good if all PhD students were funded. Though for more reasons than just money. If that happened then it would perhaps limit the number of PhDs (only have a PhD if get say govenment funding) and thus help to increase the value of academics. Though of course the system would need a shake up to ensure that all fields had either equal or representive funding.
The main problem is that it would severly limit the number of people who can do PhDs, which I doubt many people here would perhaps agree on.