This question stems from watching Rasmus Lerdorf\'s talk from Drupalcon. This question and his talk have nothing specifically to do with Drupal, by the way... it was just gi
As most of the php mvc frameworks use some sort of url rewriting, or at least parse anything after index.php at their own, a single entry point is needed.
Besides that, i like to provide entry points per context, say web(/soap)/console/...