1. Some dev does not allow it.
2. Some app with widgets behave strangely if moved.
3. Some system app like Gmail does not like it in ext SD, with CM7 it can be moved to SD.
4. There is a special breed of apps which can only moved by Dev Bridge(ADB).
Moving an app to external sd does not always remove it completely.
Some apps may even occupy more than half the space they had, even when moved to sd.
Blame the file structure for that.
Symbian is still the king in this aspect.
We may hate it,but Symbian does know how to handle external storage better than Android.