The DLNA protocol is a modification of HTTP, and rather simple (read cheap) to implement. It is streaming only.
It is possible for a media playback device to be able to mount SMB (Windows) shares, and access the files. This is more troublesome, but does offer more flexibility. Some devices do support this, and it does make things easier on the server side (just share the directory).
It comes down to how much work did the company spend building the client device. My TV and PS3 only support DLNA. So I need to use some sort of DLNA server (Windows Media Player is enough for those times that I need to do it, but there is much better software out there).
