Im guessing its because it goes into syncing mode in which the software is locked on the phone to prevent something from going wrong... This is more then likely normal.
Honestly haven't tried it. I do know from other phones when in mass storage mode, the radios are disabled. And from syncing my Dare with Rhapsody (not in mass storage mode), my gf scared me cause she called in the middle of a transfer and I was worried she might have screwed something up. But the transfers continued while she talked to me.