Selenium - Why there is no need of external firefox driver like IE and chrome in selenium2.0?

The FirefoxDriver is special, it comes pre-bundled in the package:

https://code.google.com/p/selenium/wiki/FirefoxDriver

Firefox driver is included in the selenium-server-stanalone.jar available in the downloads. The driver comes in the form of an xpi (firefox extension) which is added to the firefox profile when you start a new instance of FirefoxDriver.

In a very similar way to how the Safari driver works:

https://code.google.com/p/selenium/wiki/SafariDriver

The SafariDriver is implemented as a Safari browser extension. The driver inverts the traditional client/server relationship and communicates with the WebDriver client using WebSockets.

It is just an extension that is created and used to communicate with Firefox, the other browsers & drivers simply don't follow the same implementation and thus, you are required to start drivers & executables for the others.