It's because of their DRM. If it was drag-n-drop, the device would be a mere hard-disk to windows with the user being able to do essentialy whatever he wants to his tracks. By forcing you to use SS, they have the total control over the music you copy into the DAP. They include information of the pc that the track was ripped or purchased (in that case also the transfer times remaining), and possibly information about the person who did the rip/download (I think I read this somewhere).
One of the main results of this is that you are not able to move back the files on a different computer. Your files are locked, and even though they can be copied from the DAP to any PC, SS will not play them because all of the information contained in the OMG format restricting playback/copy (even mp3s/wmas ripped by you are locked). This simply makes them useless to any other piece of equipment other than your own and gives Sony the power to control piracy and to put it simply, make you most of the times hate Sony for putting restrictions and hardships in your life as a music fan just so that they can make more money.
Oh, and btw the Sony DRM is probably the toughest around. They got that right!