Well, in a word, "blech"..... I'll wait to see what's in the manual when it's available. Fortunately, I don't plan on HAVING to use the D500 for close-up work requiring wireless control of one or more SB flashes, so it's not a critical shortcoming. It did strike me as odd that the D300, D300s and D810 are all sufficiently "low-brow/consumer-ish" as to have a built-in flash, but the D500 doesn't. But, I've kind of gotten used to oddities from Nikon over the years. I suspect Canon, Sony, Fuji, and other people have the same kind of bizarre behaviors with their equipment manufacturers.
Well, Nikon only went to RF flashes because Canon already did. The Nikon low price end means "with internal flash, but without Commander". Commander was a high end feature. But NONE of the top end of the Nikon line, like the D2, D3, D4 have an internal flash (so no Commander until added). I think the thinking is that professionals never use the internal flash, in favor of off camera lighting. The D500 and new D5 too, no flash and no Commander, although some of the reason is they will now support the new SB-5000 flash using radio frequency instead.
But all these models (including D500) still do all the old things, and can still use a Commander for optical flash with the previous SB units... its just that they require providing your own Commander to do it. You can still use a hot shoe flash as commander. The SB-700, SB-800, SB-900, SB-910 can be a commander on the hot shoe. SU-800 too. And SB-500 maybe, although only if on a D750 or D810 camera to support it... (might be true of the new models too, I don't know how they will fit in there).
Anyway, if you want a Commander, it is your call, simply add a commander on the hot shoe. You probably already have one. Before investing more in commanders though, be aware that times are fixing to change... this probably signals the end of that Commander era. The next new camera models may be the same thing, RF and no Commander? People do want RF though, just not sure many are willing to pay Nikon prices. The SB-5000 is $600. I don't know how long it will be before we see inexpensive Chinese equivalents.