It's not the only way to do first-class modules, it's just the only currently known way where both modular and functional sides are actually useful without introducing completely separate sub-languages.

Of course it's a lot harder than building one side and then claiming that the other side sucks because the whole paradigm sucks (but we still wanted some research grants (looking at you, OCaml)).

Scala's OO+FP approach allows me to appreciate both sides where they have their strengths. This is in contrast to languages like Haskell which can declare that FP is the best thing ever (because that's the only way to write programs in Haskell ("but, but, you can do these terrible contortions and write things that look like OOP in Haskell" – let's just skip that point, it doesn't add anything to the debate)).