In short, iTunes and Apple respects the DMCA and DRM aspects of internet distribution a little more than Google does, particularly since iTunes is all about purchasing music through Apple so they get a cut, so naturally, they'd want to make sure that they get as much of a cut as possible, though it doesn't stop a lot of music/media pirates (not insinuating anything). That and because for Android, it's open-sourced, and even Google stated that their OS was not developed with security in mind. So leaving the ability to import media through sources can lead to exploits/vulnerabilities that can lead to jailbreaks, which Apple wants to patch ASAP,AOAP. There are apps that would let you download music into a sandboxed location that can only be accessed by the app, but as for importing directly to the Music.app, not unless you're jailbroken.
There are some other media players that supports media importing that's not iTunes. It requires iTunes to be installed for the drivers and pre-reqs, but it's independent of Apple's iTunes such as MediaMonkey, which I prefer to use over WMP and iTunes for music listening.
