Hi Hélder,
I do not believe that's unlogical for many reasons. Firstly, when the Store module project started, VS Express did not exist and VS 2003 was used. Secondly, you must consider that it is about a huge module. In fact, the solution contains 22 projects and tens of controls. Moreover, I believe that it would be very difficult, even impossible, to convert this project to the WSP model. It will be to long to explain here the pro and cons about WSP vs WAP. You can find valuable articles about WSP (Web Site Project) vs WAP (Web Application Project), like this one from Microsoft and this other one from Rick Strahl.
In France, we have a proverb which says: "One cannot have the butter AND the money for the butter" (my translator give me "One cannot have your cake and eat it"). I understand your frustration, but it is always difficult to satisfy the greatest number. 
Gilles