A new day, another 'cumbersome' sentence from the brave new world:
Much of the conversation here is the utility/swapping/indexing of SD cards, but the usefulness to some is simply that 64GB is a hella' lot o' FLAC-music and JPG pictures that can not benefit from the SSD speed and surely adds to the difficulty of changing devices (more-so with 128GB and beyond). It is a safe, convenient way to carry a library and easily share that library with other devices.
@Crank, I think you wound up supporting the 'why does it stick out?' argument in describing your own spring-loaded SD slot. That is not Nikon-specific, and IMO, the OP was asking why Microsoft hadn't been thoughtful enough to include it in a superior and expensive device. Much like Apple's decision to eliminate it entirely, Microsoft chose to support it Poorly, so you could not easily store content that can not benefit from an SSD on a medium perfectly suited for that purpose.
Back to photography, 128GB is a hella lot o' photo, the SD allows files to be previewed -and discarded- in situ, as at least Many shots are crap. Transferring the good photos after an initial pass should save on storage/writes, I would think, but it is Not my living so I am probably mistaken.
I eagerly await DSLR's with built-in, non-upgradeable memory to arrive -- I'm surprised that is has not already happened. So sorry, that 256GB upgrade is gonna set you back a paltry kilobuck, but it's Worth it, right? Those removable cards are so Cumbersome and Slow, and with our Cloud storage, you'll know that the files are safe Forever for only 10bux/GB annually!