It’s purely a physical limitation since the Clip SOC supports external flash; the Clip form factor kinda prohibits add-on cards - it’s just too small. Do the other players in this class support external flash (Shuffle, Zen Stone / Stone Plus)? Nope.
The Sansa C200-series will have the same SOC when the C200 V2 hardware comes out (AFAIK, maybe it’s out already, but there are still C200 V1 HW out there too) so the sound quality “should” be virtually identical, and the C200 supports micro-SD. So if you really need an expansion card, probably should just get a C2xx V2 player.
The 4GB Clip is coming too, and unless you want to spend a large fraction of the player cost on a card to get this capacity - just wait for the 4GB Clip
If you’re a RockBox hound, the Clip SOC has not yet been ported over, so keep that in mind too. But I’ve owned/own E250, C250, and 2GB Clip and like the Clip best of all despite the lack of RB support. Just don’t need it really as the Clip is great (and getting better) with Sansa’s stock firmware. IMO…