Three main reasons:
1) Analog LPF -- It's accepted wisdom that you need to follow the output of your DAC with a low pass filter, usually using op-amps. However, there's a whole movement now for analog filterless DACs (Scott Nixon's, the Ack! dAck! etc.) because allegedly the sound is better. With the AD1852 we're compromising halfway -- the digital filter in the AD1852 is so good (-120dB stopband) that really there isn't all that much of a reason for an analog LPF. There's a project in the DIY forum right now to build a USB DAC using a chip with only a -80dB stopband, and they're leaving out the LPF. The AD1852 is a much better chip, and so it's even less of a compromise here.
2) Driving cable -- The AD1852 by itself can't drive long lengths of cable because of the capacitance. If you're only driving a couple feet, it's fine. For a professional product, of course, they couldn't leave this out. Also, you'll need an analog output stage if you intend to drive amps with an input impedance less than 2k. All of the DIY amps around here are fine.
3) Performance -- By not summing the balanced outputs of the DAC, you lower the device's measured performance in most categories (noise floor, etc.) by 6dB. However, the AD1852's measurements are good enough that it's a worthwhile tradeoff, since you're getting rid of all the op-amp grunge. I'd imagine that this would make an even bigger difference in a computer, because you'd be bypassing the analog output stage and its power supply (which could be suboptimal) completely. For me, even outside of a computer, I felt the audible improvement was worthwhile.
Try it! It's an easy mod, especially since you've already removed the output coupling caps (it's almost trivially easy for you). There's nothing like getting all the op-amps out of the signal path. (Do give the caps a couple days to burn in before evaluating this mod.) I've tried a whole host of output stages with the AD1852, and this is the best. (Second best was a transformer-coupled output stage with Lundahl transformers.)