Actually the remote makes perfect sense to me. It is small and handy, making it perfect if you don't want to carry the full thing in your hands while you are running, etc.
On the other hand, I know myself... with gadgets that are made of several pieces I am mostly likely to forget one intrinsic piece. My luck. So chances are, with the Cowon, if I was on a trip I would find myself with the remote control in my hand but with the main unit still at home.