Most of the other protocol's connections don't need any help, because they're simple. Things like HTTP, SSH and many others need just one connection. But FTP uses one main (control) connection and then needs to establish a new one for each data transfer. And it may not work well with some NATs.
So the idea was to make some inteligent service which would somehow help. As you experienced yourself, it didn't turn out very well. ;) It'd be interesting to know why it works wrong. I don't think they're idiots at Microsoft, so they surely tested it and it must worked well, otherwise it wouldn't be included and turned on by default.