The CD can auto-update itself when it can load appropriate network drivers. Only for the current sessien of course.
A finished CD also has the advantage that it works for users with older Windows versions where the creator does not work due to restrictions of the MS tools used, or for people who have highly infected machines and cannot create a CD right there on their system.
We've been trying to get a license fom Microsoft to create eady-to-use CD images for months now (nobody at MS seems to know anyone responsible for PE), but since MS might take license fees per CD, torrents would probably never be possible.
Putting it on our servers for free would probably make bandwidth costs explode, so torrents would've been a good idea if this would be possible for free.