No there is no reason for that to "have to" be that way.
Sharing any web connections or even intra-network would always degrade the performance of the web connection(s), they might even have limitations so everyone gets some of the bandwidth without anyone getting all of it.
There can be programs, databases, and files, that feed off a centralised computer within the network, called up from the central computer and not existing permanent On each workstations that can kill performace , dragging them through a net connection each time they are needed, when they could exist locally.
There can be stock computers of a low grade , purchaced in quantity , running specific programs for the purpose of conformity and compatability, and it might be that 90% functionality through conformity is better than broken speed.
There can be an IT guy who is too busy playing WOW , and restricted by the policies of the company and thier choices of computers, upgrades, and network. Who couldnt manage and control all the computers if they wanted to, if it was anything like your home computer :-)
and 101 other factors.