I think the appeal of the DSLR-like prosumer p&s cameras are for those who want a lot of the features (manual control) of the DSLR wrapped up with a superzoom in one neat little package. You don't have to keep up with any lenses. Of course you can do something similar with the K200 and DA18-250, but it would most likely be more expensive than the all-in-one package. The ZLRs tend to be a bit smaller, as well.
I had a Fuji s602z a couple of years ago that I took to San Francisco on vacation and I was able to produce some amazing shots with it. On it, I was able to use filters, but I had to buy a separate lens adapter tube, which I screwed directly onto the camera itself, while screwing the filters onto the other end. Even though it added some bulk to my camera, I kept it and a UV filter on the camera all the time, as there was no other way to protect the lens, other than using the lens cap that came with the camera.
Since the Fuji was the only ZLR I've ever had, I haven't kept track to see if other manufacturers have a similar setup for using filters or have incorporated filter threads into the lenses themselves since I got rid of the Fuji.
Regardless, if the sensor were just as good as what you can get with a DSLR, I might be open to something like this from Pentax if it was smaller than the K100/200 and had a way to use filters with it.
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