It's android's security model. An app can view it's own internal data (obviously), but needs administrator privileges in order to access those of other apps. So a file explorer (an app) needs to be granted administrator privileges to see the volume in which these data are stored.
If an app stores information in the publicly accessible area, /sdcard, then there's no problem. But if they were there any app could read your call logs, so that wouldn't be good for privacy.