This is an odd omission considering that this feature is always requested by technoheads and the Props are gods in technoland. Hopefully this can be updated as it would open up a lot of cool possibilities. The Reason sound library system, called a Refill, uses a concept that's a little different than your average sample library and synth patch bank. I guess the concept isn't so bad if one thinks of it as a humongous PCM ROM like in a synth, expansion board or sort of a bloated Rebirth Mod. It's just too bad that you can't optimize your hard disc space with what you actually want to use.
Reason is primarily a closed system.
New devices will probably need to be created by Propellerheads only. This is quite different from the VST Instrument and plug-in world. Since what is available is so good, this isn't a major issue. I guess this level of integration has its price. Mac experienced frequent crashes with the Dr. REX module.