The main reason modules need programmed to the vehicle is, when you get the new one, it's "generic". They need programmed to the VIN and as-built data because there are so many variations in equipment and option level, as well as different models. The same PCM (or any number of the other 8 billion modules in a newer car) might fit 5 different models with possibly 10 different engines for example. You buy the hardware and then program the software afterwards (basically). Problem with the software is it's all licensed, hence the cost of buying it to install in the module.
I remember the days of test each component individually with a DVOM until you find the fault. About all you got on Ford's (starting with EEC-1, 2 and 3 was a 2 digit trouble code to give you a starting point. Early EEC-4 wasn't a whole lot better but then they went to 3 digit codes and eventually added PID data you could see on the scanners of the day. Then EEC-5 came out (OBD-II) and everything got A LOT easier to diagnose. The latest systems using the latest scanners are complicated but,,,,,,,,,you can see any piece of data you want, in real time and narrowing in on the fault causing the problem isn't all that bad. A scanner still won't take the place of manual testing with the good old DVOM but without it, anything electrical or electronic on the modern automobile would be IMPOSSIBLE to diagnose. Problem is a GOOD scanner pushes $10,000 or more PLUS the $200-$800 per month for updates and $100/month for the online database access for other functions, so having one at home probably won't be common, lol.