The reason Signal does this is that they consider your deivce storage 'unsafe', as it can be more easily accessible by other apps. AFAIK not providing the option to let you do it anyway is purely because the Signal devs don't want to.
Threema for example has an option to save all received media to normal storage, similar to WhatsApp.
I don't quite remember the source for this, but I believe I read some time ago that it's actually a good thing to have separate drives. The reasoning is, if you buy two identical drives (at the same time), the likelyhood of both drives failing around the same time is severely higher.
This is then amplified by the fact that rebuilding a RAID puts a lot of strain on the non-dead drive, so if ie. drive 1 dies and drive 2 is about to die, the strain you put on drive 2 in order to rebuild your RAID onto drive 3 might kill drive 2 before you even finish rebuilding your RAID.
Again, this is just from my memory, it might be worth doing some more research on.