Xbox doesn't allow transfer of saves between xboxes easily - they have to be attached to your gamertag, and that tag has to be recovered on both boxes.
I've nearly completed Brutal Legend, but you won't find it on my achievements list because I played it on a borrowed Xbox, and can't transfer the save.
I can, however, take my Assassins Creed 2 save and continue it on another PS3 without having to log in to my account.
Also, there are far more games on the PS3 which allow modding - Mod Racers, Little Big Planet 1 & 2, and Gran Turismo, spring to mind.
I do understand where you are coming from, but one of the biggest reasons is Sony and Microsoft (and indeed Nintendo) are committed to providing people with an experience which is the same for everyone - safe and fun.
Modding essentially undermines that. To allow saves to be modified would allow all kinds of hacks to be run, and given the online connectivity the consoles all have, it's better to lock it down than be unsafe.
(And before anyone says it, the Sony PS3 breach was a concerted effort by scores of people and wasn't accessed through the PS3 systems, but through webservers, so it IS a different matter)