Because importing it as an object is a pain in the rear. Firstly you have to go and look up all the textures you used and manually apply them. As huge as my runtime is, it's not always easy to even know where to look without doing research.  Secondly, it's been my experience that the eyes become black holes. I believe that has to do with eyebrow//eyelash transparencies, but no one has ever been able to offer me a fix for that.

I do all the posing in Poser. The clothified piece of clothing always reverts to it's original form when imported into Bryce. In Carrara, you can get around this by forwarding the animation frames to the last frame thereby allowing the cloth to rassume to it's intended shape. 
I don't know of a way to do that in Bryce.