This article by Kurt Mackie in Redmond Channel Partner implies that's at least part of the reason, citing a blog post from one of Microsoft's Exchange customer adoption team leads who said user preauthentication is no longer necessary. In fact, the Microsoft rep said TMG gets in the way and adds unnecessary network complexity.
What's your response? Does better built-in Exchange security negate the need for TMG? Was Exchange the only reason you used TMG in the first place? Somehow I doubt it. It struck me as a curious disparagement of a Microsoft product by a Microsoft employee.