Android is pretty new - 2.1 came out just 14 or 15 months after the first ever Android phone, and I am sure that voice dialing was not considered a critical, must-have item. This is a Google designed product, so the use of data should not be surprising - it allows a great deal of processing power on servers rather than a limited amount on the phone itself.
To answer a question you posted elsewhere, 2.2 will not help you - Google voice actions are also server-based.
I really think that Android was designed to be used not as a fancy feature phone but as a rather sophisticated client integrated with powerful internet services, so using it while limiting data is fine, if that's what you want, but you shouldn't be too surprised at the limitations that you place on yourself.
I hope you find a voice dialer you want, though.