"Wouldn't it be possible to have a Page template that is automaticly included in all Themes ?"
Yes. You have to create it and put it in the theme.
That's just how it works. It can't really pull a theme out of thin air, you know.
The only other option is filtering.
Let's use birds as an example, and you want to have a page which is accessible to everyone, no matter the theme.
If a user adds a page with a slug of "birds", then you could use that to filter on, and manipulate the page data. Without having to have a specific page template.
If it's a list of users, then it could be a page slug of "users", or whatever.
If you wanted, you could have that page as part of the default blog creation, and then if someone doesn't want it, they can remove it.
Then for your filter, you look for is_page("birds"), filter the text (the_content), and put whatever you want in it.
OR, you could make a plugin (note, not MU plugin) that automatically generates the page for them, as well as does the filtering. Then you're only running it in places it's wanted, and not loading extra code all the time.