Why....
Actualy it's not only bash but all, unix shells like sh, chh, zsh ....
The reason for having to type ./ bifore not just a script but a binary executable too it is a securaty measure in nix systems, for instance if you type gzip the nix shells wuld ignore your current dir for a script or bin with this name and execute the one from /usr/bin, unlike windows the current dir isn't part of the path enviroment, I do know that SUSE's Yast has an option to change this, I don't exactly jnow what paramaters are changed in /etc but search the net and you'ld probobly find an awnser.