Don will very likely be able to explain this better, but I'll have a go
While, to a normal user, "Computer --> Documents --> SomeFolder" and "C:\Users\XX\Documents\SomeFolder" may appear as the same folder, they are not the same. It may be pedantic, but it's the truth. In reality, "C:\Users\XX\Documents\SomeFolder" is a directory (and, therefore, a folder), but "Computer --> Documents --> SomeFolder" is a folder and not a directory. It's very important to understand those differences. "Computer --> Documents" is a virtual folder, whereas "C:\Users\XX\Documents\" is a physical directory.
Consequently, when one points click on "Computer --> Documents" (or My Computer --> My Documents on pre-Vista systems) one accesses a location in memory where virtual folders are (created partially or wholly) and not the physical location on the HDD. Currently, "Documents" ("My Documents") virtual folder cannot be deleted, but the physical one can be. Further, only Win 7 users can create true virtual folders -- until Don implements those in XY as well

. Combining all of the above, I think it is possible to see why Don designed it the way that he did. Perhaps as Virtual Folders (VFOs) start creeping into the picture this matter can be revisited, but of what advantage is to have 2 folders highlighted at the same time?
P.S. For further reading, I'd recommend
http://msdn.microsoft.com/en-us/library ... 85%29.aspx and
http://msdn.microsoft.com/en-us/library ... 85%29.aspx