We don't start up an external program to edit materials, particle flows, etc. Having Max take care of those functions internally has to be the most efficient use of hardware resources, and the convenience of accessing these functions through modal interfaces that don't lock out all other functions is appreciated. Rendering lacks that convenience.
Of course rendering drains resources, but when additional RAM and cores are not required (or, as in my case, unavailable), I'd like to be able to continue developing my scene without having to set up a network, buy a node and run Backburner. But even if I had twenty top-end nodes at my disposal, I'd still like the option to simply go back to editing after clicking the little teapot icon - without the need to redirect the render process elsewhere.