You have to remember, DOS dates back to before we even had mice to cut and paste text and when screens were 80x25 text. Extra typing, particularly if you had to remember something and type it in later, was extremely painful. Now imagine trying to work on more than one drive. With only one current directory, you'd have to fully specify directories on drives other than the current drive. That would require writing down the paths on the other drives because they wouldn't stay on screen. Ouch.
So instead you could do:
dir a: <- See what dir I need
cd a:foo <- This one
dir a: <- See what file
dir b: <- See what dir I need
cd b:bar <- This one
dir b: <- See what file
a:program b:data <- use them both
Otherwise, it'd be:
dir a: <- See what dir I need
cd a:foo <- This one
dir a: <- See what file (lots of scroll)
dir b:\ <- See what dir I need (scroll)
cd b:\bar <- This one
dir b: <- See what file (lots of scroll)
a:\foo\program b:data <- use them both (had to remember "foo")
Now imagine it's more than one directory deep.
And now, imagine if the program doesn't support subdirectories and you need to pass two paths to it on two different drives.