i think the real reason is "because it's cheaper to make it without the RF socket." from then on, it's just a case of coming up with a reason that sounds better than 'because we are cheapskates'.
My solution to a dvd player with scart only, plug the DVD into the video, and the vid outputs the signal on the rf line. It works fine, but shuts down if i try and record the 'scart in' but then i dont want to to record from the DVD, just watch it.
But in your case this defeats the object of getting the unit. and you have bought a seperate solution.