Like many of the more complex features (blog, forums, webstore for example), you can't get all that functionality working well in a single module control. The module control (which lives on a CMS page) in this case is really just the entry point to the feature and it has supporting/detail view pages for additional functionality that are not CMS pages and don't naturally have all the other CMS content on them. People requested to be able to show the sidebar content on the blog and the Event Calendar Pro so I added this functionality, but the center column is for the supporting page functionality and trying to figure out what order to add the cms content would be troublesome. We can't even assume that the module that linked to the supporting page was in the middle column of the CMS page.
Ajax is good for small updates to a page but not for completely re-writing it and getting all the javascript to play well in that scenario is difficult to impossible. The Timeline view for example I'm sure I could not get working in an ajax panel. Also ajax has its limits and I generally try to make sure most of the core functionality of a feature can work even with javascript disabled both to support accessibility and to support more security conscious users who may be visiting your site with javsacript disabled. Myself I use the NoScript plugin in Firefox when surfing the web and only selectively enable javascript on sites on case by case basis. Wrapping too much stuff in ajax can also be less search engine friendly.
Hope that makes sense.
Best,
Joe