The thing you are playing from is called a media streamer. Whether that streamer relies on an external HDD via USB, or takes its content via a network connection from a PC or NAS drive, or whether it has an internal drive, or whether it has any combination of the above is largely irrelevant. The core item is still a media streamer no matter how it accesses content. You plug it in to the TV or via the AV Receiver and that's the end of it.
AV Receivers have certainly become smarter; incorporating USB music file playback, and internet radio, and Airplay, and Smartphone control apps. Who knows what the future may hold in terms of streaming video content? That may come one day. But the cost has to be justified, and right now it would be wrong to saddle all AV Receiver buyers with the cost of an integrated media streamer. The demand for that feature doesn't justify the expense. So right now an outboard media streamer is the most cost effective solution.