That's because you're dealing with customer service techs, who didn't design the damn thing.
Honestly, unless it's an actual fault, don't bother with them, especially with things as nitpicky as localisation (which Sony is notorious for).
The Saved Sound Settings thing took me a bit before I understood what it was trying to say. Hardly the end of the world, and hardly worse than a root canal.
The rebuild does make sense from a redundancy perspective. Imagine if, while it was off, you yanked the SD card out and put more music in. You'd have no way of telling if there was new music when it's turned on. Now, the alternative is to do a delta scan, like how all smartphones' apps do it nowadays. However, that requires a lot of CPU power to do, something the ZX300 lacks in a bid to save battery.
Now, the more elegant solution is to do it manually such that you the user will press it themselves. However, if you do that, a lot of people won't realise that's a thing, and then promptly complain when their music doesn't show up.
This is the world of usability engineering. Sometimes, the user is so dumb you have to assume they're woefully incompetent. I hate doing it in my line of work, but sometimes, things are designed the way they are for a reason.