I think the issue with that is space. Having run numerous forums and websites, if everyone uploaded pictures direct they would fill what webspace the site had pretty quick. I agree its easier but ends up being quite costly for the site owner.
This is the first forum i have been on where you cant upload photos from your own PC. when you go to FAQ regarding posting pics it says about using my site.com and gives this link http://mysite.com/my-picture.jpg unfortunately this link doesnt work (page not found)
I am now struggling to find a site to upload my photos as i have never needed this before