For a start, you need to set up and manage your own domain, and probably pay a small fee to keep it active.

But, more relevantly, the Skydrive client means you can "explore" the content same as you do your local folders, you don't need to have the extra nuances of moving things to/from FTP. Skydrive means you can open, create, save documents directly from the applications. for example you can open and save an Excel spreadsheet to/from Skydrive directly. FTP is clunky in this regard, it wasn't designed for accessing files from apps, which is how most people do these days