Where does all the space and weight come from when going from "it's a battery" to "takes a battery" ?
In simple basic terms, the major difference between those is disposable vs non-disposable.
Disposables:
The eGo fits into the disposable category. The battery itself is the device. Not especially designed or built for durability. This battery is only rated for some 250 charges. Once the battery stops taking a charge, consider it dead and a throw-away. It's benefits are it is light, portable, and inexpensive initially. You need an entire additional device to use while the other is charging.
Juice carrying options are limited by overall size and extremely slim form factor.
Non-disposables:
The non-disposable are the tube and box mods, although the tube mods are what we will discuss here. These are essentially heavily constructed, durable battery holders that contain a power switch to fire the replaceable, rechargeable batteries. These mods are built to last for years, not merely a few months. Built of aluminum or stainless steel, they can take a fair amount of heavy abuse and continue functioning.
The batteries used in these can offer a usable time from several hours for the smaller mods up to 1-2 days with the bigger mods. Instead of needing another device when a battery is spent like an eGo, one only needs to replace the mod's spent battery with a fresh one. These batteries are small enough that a couple can easily be carried in a pocket. Batteries are cheaper - less than $10 each. Longer overall lifetime, too - up to a year.
By being a larger device, they are capable of carrying much larger juice capacities (ie. 2 - 8 ml tanks). This can easily allow a vapor to go a couple of days or longer without a concern of needing to refill with more juice. Mods also allow use of the new juice delivery systems such as RBAs (rebuildable atomizers).