It could be a Windows Phone issue but:
For sure transfer own media like movies or music easily from your own storage devices, laptops etc to/from your phone is a nice option for users but not a nice option for companys which want to sell video and music to you through a secure stream, further more telco providers can earn money by users using lots of data traffic. So its not about technical limitations but about financial gain.
Nokia mobile (microsoft) is going down the iphone aisle where your expensive phone also becomes a portable shop and (marketing) data collector device. It's not about you but what you can/will spend.
This from a 1020 owner, hmm I luckily have a belle device as a backup.
nokia 1020:
Qualcomm Snapdragon™ S4 (PLUS)
MSM8960:
USB 2.0 High Speed OTG (480Mbps)