Why can't I download apps from the Android Market via my PC? I was trying to find a free french dictionary for android, and indeed I found many. But I can't download them.

The problem is, I don't have access to the internet right now from my cell phone, and what I want to do, is to simply download the application to my computer (where I have access to the internet) and then transfer the installation package to my cell phone, and then install it.

Is it a wrong expectation? Is it an unusual practice for installing applications on mobile devices? 

However, every application either wants me to directly connect to the internet and android market to download the application, or to use my cell phone to download it. Why it is so? What is the philosophy behind it?
Many developers have their own sites and there are other app markets that allow direct download.  But besides that, we can't speak to their motives, you'd need to ask them.  I would assume, however, that they're controlling distribution in order to control distribution :P.  For paid apps this is obvious (piracy prevention), but even for non-paid apps there are developers and others who want to monitor, limit, etc. the download of apps.