Perhaps it is more complicated--but intricacy
for some benefit is no sin, if the benefit is worth it.
In this case, the benefit of Healing Surges (which are 4e's "Wound" points) is that they can be deducted separately from hit points, in ways that are
always costly to a given character, no matter what level they are.
So, to give some examples:
- As noted, in 4e Dark Sun, losing Surges because traveling through the wastes is hard is a common occurrence. But this then directly leads to knock-on behaviors: players have a clear, direct incentive to protect their food and water supply (can't regain surges if you can't rest, can't take a long rest if you don't have food and water), to avoid conflict when possible (Dark Sun monsters are MEAN, and unforced combat is a huge risk), and to consider options or features that might otherwise be overlooked, such as the Endurance skill or the Tough feat.
- By having Surges come in chunky blocks rather than the fine-grit sand of HP, you can punch the players where it hurts, in a way they can clearly see. An enemy that steals healing surges is very scary, for example, since that's directly reducing your ability to fight. But this is a cost that scales cleanly across any character level, because surges have scaling value, while a fixed quantity of HP will always become less and less scary until eventually it's a speedbump. Even in old-school D&D, this was true (it's pretty much the root of Gygax's argument for why HP can't be meat points), so the DM has a powerful tool in the toolbox for motivating or scaring PCs by including them.
- Consider the problem of "cursed" gear. In most cases, most players will be far too afraid of the negative consequences of a "curse" to ever take it, even if they know it's quite powerful, particularly since most "cursed" equipment either risks literally surrendering your character for a mere momentary power boost, or suffering some permanent debility or the like. But what if you could get (say) a +5 sword...but you must sacrifice your own life-force to it in order to get that power, otherwise it's barely more than adequate as a weapon. Now you have the temptation of "minor" sacrifice for major power. And you can even leverage it further--perhaps the more surges you feed it, the stronger it becomes, but the more power it can exert over you--allowing an actual slow, creeping change rather than what D&D usually does with "cursed" items.
- One of the ongoing tensions between different interest groups within D&D centers on the rate of rest and recovery. Having two different levers for this can be a huge boon, as dave2008's BHP and Healing Surges alike both provide. So, imagine that your HP are fully restored with a night's rest, so long as it was truly restful, but you only get back 1d2 surges if it wasn't safe and cozy etc. Sure, you've got most of your mojo, but you're running on empty--you're fatigued, but not suffering a death spiral. Having those two different levers opens up a lot of options for varying how resting works and what impacts it has, potentially allowing more granularity with resting, which seems to be a pretty big OSR-type-fan goal.
There are probably more but I'm tired and really need to head to bed. Point being: having these systems that directly connect together, but still remain separate, really can provide benefits--for people of all sorts of tastes, not just contemporary-design fans.