Did you install it from the repository through some service like apt, aptitude or so? If so did the system update your nginx system as well? For Apache this normally means that the corresponding module for this file extension isn't attached. Not sure how this is handled with nginx, but did you check that already?
Thats a really difficult subject. Every point has its pro and cons. Although you should know what you need to run a webserver not every one does. So per se it's nothing wrong to have packages following the credo everything you need will be installed. Further it allows new users to have a quick look into the system. Anyway in the current state the packages prefer given components like Apache, which may not be needed for everyone. On the other hand it could come in handy to have multiple packages with different applications. But as you can easily see there are a whole bunch of combinatio