My memories of 6.5 are fuzzy (and painful) but I think you could backup directly to disk even then, but I could be wrong.

The one reason I can think of to use a device is because you change it without changing the backup scripts. As long as the device name is the same, you can change where the device stores information, but you don't have to modify the scripts.

However, since I do backups to individual files, I have to change the names every time anyway. So I don't see the savings possible in something like this.