I believe it's made that way because it would be way too confusing to new players seeing a health bar floating.. I don't usually support changes like that, but the way blur worked in dota1 was really retarded and i am happy with this change. So far valve has proven that they care about keeping dota1 gameplay by not making major changes and this actually was a needed one. Maybe some old school PAs won't like it, but in the end valve has to consider about what the majority wants and i doubt it would be a floating health bar.