And once again you are confounding the banking system with the bitcoin system. While there are parallels the two systems are inherently different. As someone who is new to bitcoin, I understand your confusion, but remember that you are dealing in a different system with different rules here.
More specifically, it's the difference between hard money (cash or its equivalent) and soft money (promises to pay). Americans particularly are not used to dealing with hard money systems, other than cash, because American banking and consumer finance is pretty much all soft money. Gox is a hard money system. When you send Bitcoins to someone's Gox deposit address, it's supposed to be, semantically, as if you handed that person cash. This rule is needed because Bitcoins can very easily leave Gox as hard money and the only practical way to soften the money would be to add friction to this path.