It has a technical reason. It is how Yamaha's tone generators work.
As Eileen said, even though there's a computer in the Genos, its design is completely different than a PC/Mac. The Genos is designed with minimal latency in mind. For example, when you open a file on your PC, it doesn't matter if you have to wait 100 milliseconds. However, if you press a key you will notice the 0.1 second delay immediately.
In a new tone generator (Montage M? Genos 2?), the User and Expansion memory might be one memory. We'll see.
Maarten