A number of considerations contribute to this:

1) The shader backend knows best which shader(s) it needs. GLSL needs
both, arb only one
2) The shader backend may pass some parameters to the compilation
code(e.g. which pixel format fixup to use)
3) The structures used in (2) are different in vs and ps, so a
baseshader::Compile won't work
4) The structures in (2) are wined3d-private structures, so
having a public method in the vtable won't work(its a bad idea
anyway).