The (apparent) decision to not merge the My Docs with the B&N library, or upgrade the My Docs management was a lousy customer service decision...but a pretty smart business decision.
I know it sucks, but they have to have some sort of enticement for you to buy your ebooks from B&N. If the sideloaded contents are a pain in the neck to organize, then eventually people are going to think, "Oh, I'll just get it from B&N so it'll be easier to handle."
Assuming, of course that the title they want is available from B&N.
Sony doesn't do this because the bookstore isn't their main thing, like it is for B&N.
*the above is only my opinion*