ATI is having a very hard time these days. NVIDIA outgunned them with the launch and immediate availability of the GeForce 7800 GTX and later the GeForce 7800 GT and poor ATI stil hasn't got an answer.
Their bad luck continues as The Inquirer writes ATI is still having some problems with its CrossFire. Previously it was believes its R5xx generation wouldn't need a master card to run CrossFire but it appears you'll still need the infamous mastercard.
We suspect that R520 development was far down the road when Crossfire came in place, so ATI didn't have any choice other than to go for an external cable. An external cable was not a big deal as it provided good quality and as Nvidia told us many moons ago, before you needed to interconnect two cards.