Hi and welcome to WP. This subject has been debated to death on many forums, most notoriously this one. Does Windows Phone 7 sync to Outlook? - Microsoft Community
The simple answer is that Microsoft decided to move beyond the traditional methods that tied your Outlook data usually to one PC and in turn, to one location. They would assert that it's better/easier/more convenient to store your stuff in the cloud where it'll always be accessible everywhere.
Regardless on your point of view about security and privacy issues surrounding cloud storage, it makes sense to detach the need for you to be always connected to your PC in order to keep your important email and collaborative data up-to-date, after all, a smartphone is portable and constantly in search of something 'new' to sync or update, that's the nature of connected devices. That said, you're not forced to upload images to Skydrive and I do download my pictures onto my PC from time to time. However the integration is hard to fault, so I have it enabled as a quick way to view photos taken or share them with others or if I don't have my phone, I can easily view them from any PC if I so chose. Each to their own.
As to the alternatives for collaboration, well bear in mind that to get the best out of Windows Phone, you're going to need a Microsoft account anyway. That account can sync all your email, contacts, calendar information and also proxy e-mail from all the major e-mail providers in one place. Even if you don't wish to use your Microsoft account for email, you can, as suggested above, use the Hotmail Outlook Connector to copy your existing contacts, calendar etc over. It's not a sync in the strictest sense in that you have to drag the data over and keep it up-to-date. You can then stop storing/updating contacts in your regular Outlook .pst and instead update them only in the Connector. You can the set the Connector in outlook to be the default Contacts folder and Address book.
There are some other ways including Office365 and of course Exchange Activesync if you are in an Exchange server environment and this is what I use. Once EAS was setup - everything sync'd over to the phone including tasks. The beauty of all this is that I am much less reliant or focused on my desktop and it frees me up to get stuff done wherever I am and I can be sure that information is up-to-date everywhere. I don't use my Microsoft Account for Contact or Calendar information and in fact, I filter them out. I have separate e-mail accounts from various sources all sync'd to my phone including aliases on outlook.com and I have to say, it just works.
WP still has limitations though and even if an cable or Wifi connected solution to Outlook were available, it would still be inadequate simply because of the phone OS implementation of 'Outlook' is minimalist and fairly basic in its operation which is both a blessing and a curse. It will improve undoubtedly but the changes will have to follow the Metro UI principals of fast, fluid, clean and simple. I can't see Microsoft's stance on this changing, they made a clean break from PC syncing tools and it was a brave move, one which did burn a lot of people but I haven't missed it in 3 years. Give it go and set yourself free.