It is all about security! This is for security reasons to separate custom code from the core of the jive platform.
The separate domain implies that you cannot make calls to the core platform with pure ajax- you have to use osapi Tile API & Development FAQ for it.
For on-premise instance this was also possible, but it was allowed to use the same domain.
As Jens said, the Apps Server's purpose is solely to render Jive Apps and Jive tiles. Although the Apps URL loads in a browser, it will only help in troubleshooting in very rare cases (e.g. if it's up or down). Any UI issues should always be validated through the primary domain.