OK, so you bought an N9 which ran the Linux-base MeeGo, before the MS/Nokia partnership/purchase. The last Xperia that ran a MS OS was a the X2 which ran Windows Mobile 6.5 and was released in Jan 2011. So if the Xperia is recent, it runs Android. What does this have to do with Windows Phone/Win 10 Mobile, or Microsoft for that matter.
With the advent of relatively ubiquitous data connectivity on phones, and the availability of cloud storage, SD storage in many models, somebody decided the need for USB OTG wasn't a priority. It's too late to second guess that decision. That decision determined the hardware that would be required, and that hardware didn't support host capabilities on the charge/sync port. Decisions are made that may not be popular, but there were most likely valid reasons when they were made. MS isn't unique in this. On occasion Apple made the decision optical drives were no longer needed, more than one USB port was a waste, expended memory was unnecessary and headphone sockets may be going away.
If a device doesn't meet your requirements, don't buy it. If you can't get an answer on whether a feature is included, be hesitant about buying it. Make sure you can return it, if you choose to check it yourself. Seems a waste of time to berate a manufacturer for a device you bought, not having a feature that was essential to you.