Why doesn't the cursor go beyond the last character in Vim when in command mode?

I'm quite new at Vim and I love it already, but this question just won't
let me sleep.
Why is it that the cursor doesn't go beyond the last character when in
command mode?
I find it kind of wierd, and because of that I have to use either a or A
to append something to a line (instead of i).

Thanks in advance.

And by the way, both the faq
(http://vimdoc.sourceforge.net/cgi-bin/vimfaq2html3.pl) and the tips
archive (http://www.vim.org/tip_index.php) seem to be broken...

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