Partly - the Unix philosophy. Since you can swap out your window manager on X11, you can have your windows managed in any of a wide number of ways. If an application tries to manage subwindows on its own, there is a very good chance that it will do so differently than your global window manager. Assuming that there is a reason you picked the global WM that you did, it's rather disconcerting to be forced to use an inferior WM to manage Gimp's windows.

Add to that the multi-desktop, multi-monitor aspects (although detachable docking panes can help a lot with that).