I would expect that player allows using file names as one of media attributes. If we can navigate by artist, by album, why can't we navigate by file name? There are several scenarios when tags are not convenient even if application thinks that they are readable:
1. Sometimes I do not know what the tags are. For example, I've downloaded a podcast using desktop computer, copied file to Nokia to listen during my morning walk. I perfectly know the file name and directory, but I have no idea what the tags are.
2. Foreign non-Unicode tags. The problem with some tags is that they are correct, but unreadable. The problem with language like Russian (which fits perfectly into upper half of ASCII table) is that there are several codepages used. There are at least 4 codepages historically used (as dos,windows,unix,mac -- all have different codepages). All of them displayed as a set of ASCII characters from a second half of ASCII table. There is no way to read that.
3. Unicode tags - I've described the problem with Canola. But even if there is no problem, imagine that you have received several mp3 attachments from China. All of them would be displayed as a set of boxes.
4. Another scenario. I've selected several tracks from different albums to listen in a car, and copied all of them into a new directory. After importing into Canola it will be a problem to find them, as they belong to different albums and there is no way to organize them together.
5. I'm sure you can find out much more scenarios. The thing is - Nokia does not have enough memory to store entire audio/video collection. Personally, I have about 100G of audiobooks. So the typical scenario is to copy selected files to Nokia just before long walk or trip. I know file names at the moment. The easiest way would be to just open directory.