They did it because they want to make sure you drop the pan and replace the filter in there. And yes, it does make a mess.
And that's ANOTHER thing- everything ELSE on my damned car has an EXTERNAL filter. Why not the most complex hydro-mechanical device? Give me a threaded cartridge filter, two drain plugs (one on the torque convertor) and I'd dump and swap fluid far more regularly.
I'm sure there's some arcane penny-pinching reason for them to put it inside, but my guess is they build them that way because that's the way they started building them in the fifties or sixties and perish forbid anything ever changes.
M.