The USB protocol can indeed handle file transfers, not sure why windows by default wouldn’t have support. But when you plug in a phone or hard drive/thumb drive by USB the first thing it asks is if you want to transfer files.

There is absolutely no reason why you wouldn’t also want to file transfer between two computers, or say a laptop and a desktop. Just isn’t supported by default, but there is software that can give you that feature.

Edit: it looks like in order to get windows to do a USB file transfer by default, the cable itself needs to have an identifying chip. So that windows doesn’t use one of the default protocols and try to transfer power as well. I guess there’s just no support for computers to identify themselves, it’s assumed they will always be the host device and just passively wait for the device on the other end to identify itself. So the software just adds the ability to set one computer as a USB client and identify itself.