That is correct, because that is a security hole to your phone.
Phones are not as well guarded against intrusion when they are left wide open, which is why it is a bad idea to jailbreak an Android.
Windows Phones are the most secure phones due to the fact no apps can converse with another or directly with the OS
If this were to be allowed, you would need to worry about firewalls, antivirus, malware like any other OS.
Also why only certain areas (Pictures, and Music) are allowed to be accessed.
File Managers, like BitTorrent Sync, may get access to other areas, but probably not.
Pocket File Manager and others like it, only have access to the space they are allowed to work in for docs and other things
But have access to Pictures and Music (Some Files managers have access to music, some don't)
IF, MS decides to allow, cross app authentication, that could change, but you run into similar risks.
Not everyone is diligent in vetting the apps they install.
But, MS is very thorough about apps they allow in the store and check for things like acting like a virus, malware or hack,
They do vet the apps in the store very well.
This is a good thing and a layer that could potentially allow Cross App Authentication
Basically, "Do you want to allow App A to converse or access App B's data and/or vice versa?" with some kind of code to acknowledge the authentication and access process
This way it can't be said that you didn't allow it. Similar to, but more robust and more demanding on allowance than UAC.
Again, at this time, your best method for file transfer of these large RAW files will be, USB Only.