Jim,
Maybe GM changed something in 08. When Dad bought his new 07 Silverado, he had the dealer install his Tekonsha Prodigy, and they had to run wires from under the hood. At that time, both the dealer and Southwest Wheel confirmed that there was no pigtail for the new Silverados.
Incidentally, my Titan didn't come with the factory tow package, but I negotiated a hitch and the transfer of my brake controller from my F150 when I bought it. The dealer installed the hitch and brake controller, but didn't install the necessary relays. When I realized this, I didn't complain (did make a note of it on their customer satisfaction survey though) but just stopped at Uhaul on my way home from work 1 day and picked up a set. They plugged right in and everything worked. All 3 cost about the same as 1 relay from the dealer. There's no sense getting worked up over a few bucks, IMO.