That's just how secured the OS is. Same with Windows RT, sadly
I wouldn't say "sadly" at all. I'm glad the OS is secure. It makes me feel more secure about owning it, and gives me extra reason to scoff at Android.
I've had a Windows Mobile device for nearly 8 years, running Windows Mobile 5. Solid phone, still almost like new, still use it regularly. People were flashing the ROMs on those phones in order to upgrade the OS, because there was no other way to do it. With Windows Phone, it can be upgraded without having to flash the ROM. Just download the new upgrades and install them. No worries about getting a ROM from a dubious source that could be infected with all sorts of malicious code.
That's my 2 cents.