First of all iOS 6 and Mountain Lion have the ability to combine phone number and Apple ID to use iMessage, but it seems like you haven't activated it.
Have it separated comes from older versions and also gives you kind of a fallback mode when there is no internet connection available. If you send an iMessage via Apple ID and your partner "on the other side of the conversation" had no connection, the message would not be send. Using the phone number you still have/had the ability to resend it as SMS.
Now, if you want to combine your Apple ID and your phone number, open the prefs on your iOS device, go to the messages section, choose "send & receive" and check both your Apple ID and the phone number. Also set the application to start all conversations from your phone number.
Now, do the same on your Mac. Open the prefs in iMessage on the Mac, go to accounts, choose your iMessage account and check both, your phone number and your Apple ID. Set the application to start new conversations from the phone number.
Now, your streams should be combined from now on (old conversation will stay separated).
Of course in case of connection problems sending a SMS from the Mac is not possible within iMessages.
To your question why you have different possibilities to send the message: Well, because he/she has different contacting possibilities (and technologies - you can sent SMS to the number instead of an iMessage). But they also have the ability to combine their number and ID what should also give them one single stream.