I love your questions man... they're so thought provoking... as paradoxical as your name

Edit: seriously though...
I think it's because the softwares that's going to be mastered on the CD is moving too fast anyway... and broadband internet is getting so much faster, cheaper, thus more common... so it wouldn't be a big deal for people to just get the absolute latest version of software directly from Nokia.

(Plus, this way they can get some statistics of when/where you're grabbing their software/updates from).