Typically any well defined abstraction should not try and anticipate or make assumptions about the memory requirements for a particular client, platform, environment etc, and this includes the existence and scope of an autorelease pool.
At this point, your object has yet to be fully initialized so your essentially adding a partially initialized object to the autorelease pool which can have side effects. Similarly, Autorelease pools have a particular scope which is thread dependent. Embedding the autorelease knowledge into the initializer (note, the terms are different in Obj-C, there is no such thing as a 'constructor' in Obj-C) would make certain assumptions that might not be valid in all cases.
Obj-C has well defined semantics,idioms and usage patterns regarding object ownership and memory management.
You will want to read:
Mac Dev Center: Memory Management Programming Guide for Cocoa: Introduction
If code clarity is your concern you may want to consider using the garbage collector that is now a part of Objective-C 2.0 if your platform (the iPhone does not support the GC) permits its use.