It does just work by being connected via USB. I have a MobileMe account which provides for syncing contacts, calendar events, and Safari bookmarks over the air with multiple computers and with my iPhone without being connected via USB, and the same for my email which is accessed as an IMAP account with the email client used on each computer for accessing the account.
It is what it is. If it doesn't meet an important need or want, purchase and use a device that does as with any other product when you have a number of competing options to choose from. The iPhone is not designed or intended for EVERYONE.