I'm not a Trezor user as I personally prefer Ledger Nano S so I really am not sure about this, but this is probably because naming addresses, and accounts requires a bit of storage memory. My guess is that the Trezor doesn't have that much memory for these data to be stored so they require you're dropbox account to be connected so the data can be stored there.

Just my guess. Someone correct me if I'm wrong though.