Why did the creators of the HTML DOM and/or Javascript decide to disallow cross-domain requests?
I can see some very small security benefits of disallowing it but in
The actual cross-domain issue is huge. Suppose SuperBank.com internally sends a request to http://www.superbank.com/transfer?amount=100&to=123456 to transfer $10,000 to account number 123456. If I can get you to my website, and you are logged in at SuperBank, all I have to do is send an AJAX request to SuperBank.com to move thousands of dollars from your account to mine.
The reason JSON-P is acceptable is that it is pretty darn impossible for it to be abused. A website using JSON-P is pretty much declaring the data to be public information, since that format is too inconvenient to ever be used otherwise. But if it's unclear as to whether or not data is public information, the browser must assume that it is not.