Comment by LordDragonfang

There's actually a reason for that. Standard USB can (obviously) only transfer digital audio, and most speakers are "dumb" devices designed to just amplify an analog signal. In order to convert digital to analog, you need a DAC (Digital-to-Analog-Converter), and good DACs are still a nontrivial cost to a manufacturer, so whatever DAC you already have in your computer is probably better than the crappy one that would come with cheap consumer speakers.