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It's meant to be a burden, which serve a purpose of making it more difficult to turtle - farm safely in base until you have all the items to out carry the other team.
Potentially, when you're down to base and your last towers, it forces you to either walk to the secret shop for your items or risk the courier.
Basically this. If you are defending the high ground you have a constant stream of creeps, and therefore a constant stream of gold. If you could purchase any item in the base, the comeback potential would be too strong because of all the free farm you receive. Having certain items located away from your base forces you to either leave your base, thus sacrificing defense, or send your courier, risking it's death and giving a ton of gold to the enemy team.
Imagine pushing against an enemy sniper. He sits back and kills the creeps, builds a Mjollnir and a Daedalus and proceeds to wipe your team by himself. Your team just got punished for trying to win the game.
Even disregarding the defense example, the secret shop makes moving around the map and taking risks a necessity if you ever want to build powerful items.