I'm not sure, but I have a vague memory that when additional drives are attached, they eat up a very small amount of RAM. Doesn't seem important today, but when all you had was 512K it mattered.
I might be wrong about the above...as I say, it's a vague, foggy memory of something I heard once.
The other reason might be that a few non-system friendly games might not like an external drive attached.
