We didn't build the PCM into the walls of a mug for several reasons.
Coffee Joulies were designed specifically to be portable and work with any container. We enjoy using Joulies in many different situations, from a single Joulie in a small tea cup to all five inside the perfect vacuum Thermos. Sometimes it's nice to drink out of a beautiful porcelain mug, and sometimes it's nice to take your coffee to go. The versatility of even the best single mug just doesn't compare.
Coffee Joulies are thermally more effective than any mug could ever be. The length of time a drink stays hot depends entirely on what kind of container it is put into, and how well insulated it is. There are very good, double walled, vacuum insulated mugs/bottles on the market that keep hot drinks hot and cold drinks cold for hours at a time (the Sipp by Thermos for example). Meanwhile, the humble but ubiquitous ceramic mug has trouble pushing 30 minutes before it gets cold. When Joulies are added to any of these containers, the time the coffee stays hot will be dependent on the amount of insulation the container has. In every situation, the coffee will reach the ideal temperature faster, and stay in the prefect drinking range for longer. It will become completely cold at about the same time whether Joulies are used or not. The reason that Joulies are thermally more effective than building PCM into a mug is because they are inside the container, intimately mixed with the coffee. Sure we could design an expensive, well insulated, triple walled mug that would have very good performance no matter how you use it. But, Coffee Joulies used in a high quality Thermos will still work better.
Are we going to be introducing a mug with PCM built in? It's not out of the question, but definitely not in the near future.