I think this is a required feature for developing HTML5 webservice clients
For the readers: Please note that this is not required if you package your app with Phonegap or other frameworks.
See: http://wiki.phonegap.com/w/page/16494770/FAQ (AJAX question)..
Q. I want to create an application for phonegap to access externally deployed web services via AJAX. How can i resolve the issue with the
cross-domain security policy of XmlHttpRequest?
A. The cross-domain security policy does not affect PhoneGap applications. Since the html files are called by webkit with the file:// protocol, the security policy does not apply.
(in Android,you may grant android.permission.INTERNET to your app by edit the AndroidManifest.xml)