The problem with double extensions is that they have essentially zero support in any operating systems. The operating system sees the final extension, and nothing else, so the files become solely compressed files. I think Roland wants the files to be "compressed LDraw" files. That way, when a user double-clicks on one, it opens LDCad automatically. It's not appropriate for LDCad to claim to open all .gz files, because it can't do that; it can only open these specific ones. So if double extensions were used, LDCad could not be reasonably made the proper handler for them.