Why xor the message into the state for sponge hashes?
Section 4.3 of the paper Cryptographic sponge functions analyzes the Overwrite-mode for a sponge, which does just what you propose: instead of XORing the next part of the message into the non-hidden part of the state, replace the non-hidden part of the state by it.

They show that it can be implemented on top of the Duplex mode (which outputs the non-hidden part of the state), and for this reason has equivalent security as the usual Sponge mode (which XORs the message part), with the cost of two bits of capacity or bitrate used for padding and a frame bit.

This is also intuitively clear: All the security claims of a sponge are relative to the capacity, i.e. the size of the hidden part of the state. What you do with the non-hidden part doesn't really matter, as long as your new data somehow comes into play.