Naw, it doesn't really bother me. It's been stated that the devices will support MicroSD cards, but there not user-replaceable, if your not wary of hardware.
There's nothing physically holding you back from upgrading the storage. All devices are require that he OS be installed on the 512MB or 1GB ROM, everything is else on a separate MicroSD card that is sitting into a microSD card slot. What I think MS means is that they don't want the average/mainstream user to have to worry about buying or losing card the card. But you can upgrade it, but you must be a little tech savvy.
- Take off the battery cover
- Remove the battery
- Remove the back casing
- VoilĂ*, there's your MicroSD slot... Well unless the phone has the slot behind the LCD display then your gonna have to do a who bunch more tinkling around the device.
Replacing the card will cause a hard-reset, but that's nothing a restart, back-up, or resyncing to your PC won't fix.
I'm guessing that MS is implying that the hardware vendors for WP7 take the multiple SKU route. Similar to the iPhone where there's multiple capacities like 16GB and 32GB, but unlike the iPhone it has MicroSD card not flash memory that's soldered on the board.
You have to understand that 8GB is minimum amount of storage for a WP7 device. I'm sure there will be vendors that will use as much as 16GB, 32GB to differentiate themselves from the rest and give they're device an edge when compared.