The biggest reason I can think of, from a developer/tech support stand point, is that it avoids problems that could be caused by third party applications. E.g., if Winamp has a bug or other issue that breaks my iPod touch/iPhone, the first support I'm going to is Apple, not Winamp. I could wine and moan up and down about how my iPod broke, blaming Apple, and being a general arse when in reality the cause was Winamp. Tying you into using the (FREE) iTunes application eliminates that potential tech support nightmare.

Fallout New Vegas has been pretty challenging...[not because of the bugs, though that's definitely added to it]