Twin Warglaives that Illidan uses, suggest to Blizzard that they should make these items somehow upgradeable so that they can keep on using them no matter what else happens in the game. On one hand, I can understand their point of view -- getting these items can be a legendary amount of work, and naturally one would want to make the reward last as long as possible. Also, it's natural to cling to the glory of wielding the same incredible weapon throughout your character's life.
On the other hand, Blizzard's philosophy is that gear comes and gear goes: you only use whatever gear you have until you find something better, and this applies across the board without exception. Besides, allowing any item to truly scale with the player could create all sorts of logistical problems that Blizzard doesn't want to get into; they'd have to scale the difficulty of getting the items, the difficulty of improving them as you level, and a whole lot of other work they'd rather put into making new items for you to replace your legendary stuff with.
Some players seem to rally against this philosophy of constant change. Perhaps they feel as though the effort they put in is worth permanent rewards? Or perhaps they feel like their awesome items are a part of who they are, and their characters just don't feel the same if they have to give them up. For myself, I prefer to keep on upgrading my gear than ever to have one permanent item, since it helps to keep things fresh and interesting.