Why does google play music conceal music files from the user on an android but not on a desktop computer? It seems inconsistent to me. I can do anything I want with files I bought from the play store as long as I'm on my computer. What's the point of restricting access on phones?
Google Music tries its best to hide the music files everywhere, but some cases (like connecting your phone to a computer) cannot be prevented. If you have rooted your phone you actually can access the files using the right tools. 

It's part of fighting piracy: Google can't prevent piracy but they can make it as hard and inconvenient as possible so users will pay for their music.