Rollbacks are fun, but also an excellent way to shoot yourself in both feet. The usual example is:
1. I upgrade from MySQL 5.0 to MySQL 5.1
2. A few weeks later I decide to downgrade back to 5.0, because 5.1 is giving me whatever problems
3. Unfortunately, 5.1 database layout is not backward-compatible, so if I roll back to 5.0, I effectively hose my database.
4. I could roll back my database files as well, but that means I lose a few weeks worth of data.
Rollbacks work great between minor version revisions, but not for anything where data migration is involved.