It isn't missing. This was done to simplify the initial install so it isn't overwhelming. I do remember it being discussed/mentioned previously around the 5.3 release however I can't tell you where. Probably in the Laracasts 5.3 series.
It is however mentioned in the docs.
It just isn't there until you make a Request class. For example:
php artisan make:request StoreArticle
Now you will see the 'app/Http/Requests' directory.