One of the powerful features in Blender is the possibility to use data linked from other .blend files. Such referenced data then is always read from that other file, and cannot be edited.
This works fine in many cases, especially for props or background scenes, or for animated Objects that don’t need to be edited anymore.
There are also cases where you do want to be able to edit (parts of) referenced data. This especially for character animation setups, where you want the entire character to be loaded from an external library, but still permit the animator to work with Poses and Actions.