I was a little confused about the 2nd part because I can burn the bootloader AND load sketches onto the ATtiny 85's without removing the chip in the Arduino or doing any rewiring. Is this the case with programming 328's? I couldn't get it working at first but was successful after pulling the chip out.
Rather than pulling the chip, I prefer to setup a FTDI header, and uploading sketches directly to the ATmega avoiding the host Arduino entirely. The method of how to do this is spelled out nicely in Nick Gammon's explanation (toward the end of that page). Further to that, what I've been doing is wiring up my projects with standalone ATmega328's so the FTDI header is there near the uC, and then I connect the +5V via a diode from the supply to the header VCC, and wire the supply GND to the FTDI header GND.
In answer to your question on pulling the Arduino uC, I'm pretty sure the reason is the common target chip. Since the ATmega is on your board it receives the sketch; whereas there's no ATtiny on your Arduino so no conflict occurs. I'm not too much of a fan of swapping the chips in and out either :)
Also, when you installed the bootloader on your ATtiny it would have just set the fuses - when you program the ATtiny you're writing to the bare chip as far as I understand it. There is no bootloader as such taking up space and running on the ATtiny.
Cheers ! Geoff