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I see that James points out that among the many reasons why Paizo starts the AP's at first level is the reasoning that they can assume certain things about what the character has done before. This makes sense to me. As a story-writer/publisher, the folks at Paizo have no idea what sort of party a given DM's players will put together, but knowing that they'll start at 1st level, they can pretty much set things up to be interesting & challenging as well as serving to tell the story.
It seems to me that if players & their GM don't like starting an AP at 1st level, then there's nothing to stop them other than an unwillingness to adapt the adventure to better fit their preferences. As a DM, you are in a much better position to know what kinds of character your players will make, what they will tend to do & what sorts of things they like. So it's up to you (Mr. DM/GM) to make the changes to customize your group's experience.
In all my years of gaming, I've never seen a GM who's been happy with an adventure as published & who hasn't done something to make it more to their liking. Why then should Paizo need to stick their neck out to suit someone's personal preference when most people will be adapting it in some way anyway?
As I said before, each GM is in a better position to know what their players will like & enjoy. The AP's give you the elements of a story to take your players through & can be thought of to provide sample encounters that help tell & move the story along. The AP's also have provided new specialized, customized mechanics that have been tailored to the story they are attempting to tell. Some GM's will look at these as useful tools for stories they have been wanting to tell but didn't quite have the right infrastructure to support it.
All in all, the AP's provide quite an awesome amount of campaign support and should be appreciated for that extra oomph they provide instead of as merely a linked series of adventures.
That's my opinion anyway.