bdist_wheel is implemented as a distutils.core.Command, see https://github.com/pypa/wheel/blob/3a87ecebaba765475392ae2cdfa2a51cb78360e0/wheel/bdist_wheel.py

I was unable to find a good place to transparently hook in and catch the missing command class, but I agree that setuptools would be a far faster avenue to get this out to users.

Alternatives include:
  1) implementing bdist_wheel as a command in setuptools... which would have to get out of the way or call the real command when the wheel package is installed.
  2) trying to get wheel merged into setuptools, which would be a much larger project.

I'll see what option 1 looks like!