Its' easier on the Mac. Think Apple did this deliberately, to force u to stream from their service. Plus also depends how how many u have, u have not fit everything..
e.g I have 70 Gig's of music, but only 16Gig iPhone ...
Makes more sense to stream unless u wanna save on bandwidth... The only other thing would be if u just wanna listen to anything, all the time. without worrying.