It is the formfactor of a portable computer that you could own completely, unlike anything more mobile where at least some of the chips are configured and run by someone else.

Also you would take your I/O with you because it makes no sense if you hardly trust a device you don't let leave your side to interface with some static hardware that any third party could have modified. Current monitors have more processing power than early mainframe computers and more than enough room to hide rf equipment for remote snooping.