1. Technorati looks at blogs and links, and assuming your blog has any blogs linking to it, that gives you authority in technorati. Move all your content away, and then that authority is wasted. It would be like getting 50 good feedbacks on eBay, then creating a new account.
Why not just duplicate the content? Because search engines will penalize you. Again, this applies only if your blog has some traction. If your audience is small and will follow you to your new blog, no worries.
2. Links and bookmarks- say someone likes your site and bookmarks to a post. Or another blogger links to you. Poor form to have the file not found. Be kind to your readers.
3. There are other ways of telling how important a blog is, like Google PageRank, that you would lose when you switch services and move all the content over.
Solution- start your new blog, and link back to your old blog often. This balances ease of use for you with keeping authority and pagerank with being kind to your readers.