there is NOTHING in the AP that will control the pitch for you automatically. you have to either set the alt hold, or control the pitch yourself.
Not sure of your definition of pitch here.
If you mean angle of attack, the autopilot will trim as neceassary acording to the altitude you're trying to maintain and the thrust available (and all the rest of the flap/gear configuration etc.).
If however you mean that APR can't bring the aircraft down a glidesplope, then you're wrong I'm afraid.
It will do it if the configuration of the aircraft is correct to allow it to do so AND, you've activated APR when intercepting the glideslope from below, not above.
The FS2002 autopilot will not "seek" the glideslope from above. It has to "run into it" which can only be achieved by flying towards and beneath it.
To successfully achieve this, you should have both the heading and Alt hold switches on when you press APR. The autopilot will extinguish both (usually at different times) when it acquires the ILS heading and subsequently when it acquires the glideslope.
Obviously this only works where the runway is equipped with an ILS as opposed to a VOR.