Some recent threads raised this question. It's indeed one thing that did puzzle me under Linux (Ubuntu), especially when compared to a Windows install.
Only recently I found that under Synaptic, the LyX package being selected, you could right-click and "select recommended/suggested packages for installing". A fairly large list in the first case, even larger in the second. I have not installed all of them. Instead, I compiled my (not-so-long) own list of useful packages. I could post it here if someone asks, or maybe it could go to the Wiki page Peleg Michaeli has started. It's true that some of these packages are almost mandatory... Regards, -- Daniel CLEMENT