This is a good thing for many reasons.
Backup
Somewhere in the future you might want to backup your marvels (!) and then it's nice to know that you can backup one directory structure, containing only your code. As you soon will see, toolkit code can be quite large, and since it's files seldom change, your really don't need to backup all those files. In case of havoc, you just download and reinstall the toolkits again.
Search
As soon as you get the hang of API programming, you probably end up with a bunch of projects with piles of files. Where was that particular function again ? By using a File Search tool looking for text-content you can easily know where to search!