Why do I need to add www as well as non domain names?

We add *just* the domain you want to map to the site. That way, you can point functional subdomains -- blog.example.com -- at us, without needing to remove automatically added subdomains.

The Internet understands http://www.example.com and http://example.com as two different routes - it just happens that most of the time these point to the same server and site. So add two different domains to the instance and make one of them canonical.