Why does Flash want to export data in the first frame?

Flash has a tendency to export music, components, movieclips controlled with linkage, and other such things in the first frame, not when the first instance is found.

Now I understand that by choosing to not export in the first frame and creating an instance on the frame you want it to load, you can get around this problem.

But when you set a linkage identifier for an object, why can’t you just set in the frame number or label which you want it to load in. Seriously… That they only give you the option to export to the first frame makes no sense, because I’m sure 99%+ of all developers for Flash will have a preloader, and that they won’t want music or something to load before the preloader.