Not that weird: they likely have features which cannot be saved in Photoshop format, and users end up frustrated and confused if opening up a file results in something different than was saved.

Being tied to another company’s proprietary and idiosyncratic file format sounds like a terribly obnoxious burden for any piece of software: all the effort in reverse engineering the format and so on never yields quite the result you expect (Microsoft for example can’t even get their own formats right from one release to another, and they have loads of cash to throw at the problem), and any development time spent on it is time taken away from the actual image-making features of the app.