Many of the features in the .psd format are undocumented and proprietary, and some are not backwards compatible. Up until CS5, the .fla format was proprietary (it is now zipped XML, and I understand that there are undocumented features there too).

Ever try sharing an indesign file between different versions? You can't, even if they are one version off. Sure you can export XML, but again, it often doesn't retain the same layout.

Fireworks adds proprietary information to the PNG format, so you can't open those files in other editors without losing data.