Counter piracy.

You can't crack this game. It's running on blizzard's servers. All you have on your PC is the game client.

Think of it like WoW or other MMORPGs. This way the game becomes impossible to hack because nobody can take a look or reverse engineer the game code.

When you're playing alone, you're still playing on their server, it's just that you're the only one in that game session.
Because of this you may still suffer from lag.

It's important that they did this because the real money trading Auction House is going to be a source of income and it needs a pure, clean, and safe economy.

All you can do to play this offline is to wait for someone to code a server emulator for it (like ArcEmu is for World of Warcraft), and even then, it won't be like the real thing at all.