Personally, I am surprised it's not something they implemented from the get-go. If you host and serve files, especially big ones, why would you ever want people off-site to be able to use those URLs/URIs to allow people access to those files?
Say someone has a 15MB RAR file. Someone can post a link to that file on their blog, and people can download that RAR file until the cows come home. Not very helpful to the person on DA, who is then denied views/favs/credit, but it's also hogging a lot of DA's bandwidth. Hotlink protection is just Site Admin 101. I also find it quite odd that so many contributors here on DA actually don't want it. As in, not even as an option. They just don't want it here at all.