I agree. I think people have just been used to the current state of affairs in managing servers. There’s no reason why they can’t be like appliances or mobile OSes.
The problem is eventually this 'appliance' needs to connect to the public WWW and that is a problem for most residential connections because ISPs don't play nice with that sort of thing, at least in the U.S., and now you get into having to configure port forwarding and dynamic DNS and so on.
Tunneling solves the ISP problem and the complexity problem of handling inbound connections. It also has some nice security benefits