Windows 10 does allow you to change your storage installation which could be a local storage devices, an external hard disk or even SD card. This is just like how it worked on Windows Phone. The feature is very important foe tablet or laptop users as well because the storage space is mostly limited on those devices.
However, this feature is reportedly been delayed for later release. Paul Thurrott, when asked Windows 10 Forums, got a disappointing answer:
“We have actually made the decision to postpone the apps on SD functionality to a later release. While I know this feature excited many of us, we didn’t feel like it was ready for prime time. Our goal is to delight users with everything that we build, and we truly feel that is what will happen once we have fully built our vision for this feature.”
Both Windows 10 Mobile and Desktop will run the same OS, and it mind boggles why one feature would work on one, and not the other. However, it seems this could be an optimisation issue as the support is talking about brining in better user experience than anything else.