Take a look at my answers to similar questions herehere, herehere and herehere. Basically, it's very simple - a database is a dynamic entity with components on disk, in RAM and in the CPU at the same time. There are all sorts of buffers and caches being filled, emptied and flipping between disk, RAM and CPU.
InnoDB is an MVCC engine which allows backup software to take a "snapshot" at a particular moment in time (and allow the db to keep functioning while the backup is running). With MyISAM, the database cannot be active while a backup is being taken.
Now, if you simply take a copy of the database files, buffers and caches which should be on disk in order for a CONSISTENT database copy to be made (i.e. one which is coherent at a given point in time) are NOT (necessarily) on disk. This is why there are various utilities (Percona's XtraBackup and Amanda Network Backup) have been developed which take care of ensuring that a backup will be consistent and will not be corrupted and will work on a restart (and be of use in a PITR - Point In Time Recovery - scenario).
If nothing else, ask yourself the question as to why very intelligent people have gone to the trouble of writing these programmes instead of just relying on rsync - why not just do a simple cp?