As others have said, you need sidecar files because RAWs are read only. However, what I do is convert to .DNG which Bridge/Photoshop CAN write to thus eliminating the need for sidecar files. There are a number of advantages to .DNG however I find the ability to embed all the metadata a big one. You can if you wish, write the entire original RAW into a .DNG but I don’t. The only reason would be should you wish to go back to the original manufacturer converter. Since I archive the RAWs right after copying to the HD from my card, and my next step is to convert that to .DNG, after that, all EXIF data is written directly into the .DNG files so no sidecar files.