Directions algorithms on real life maps are quite different from what they teach you in CS classes. Just think of the amount of computation to get the best directions between SF and NYC, taking traffic into consideration. I'm pretty sure none of the services actually give you the best solution, but something that's pretty close to it.
Full USA map graph contains around 24 million nodes, 58 million edges. Your regular A* just doesn't cut it.
A* runs faster if you have better path cost estimates. To get the shortest paths, you want an estimate that's as close to the true cost, but not greater than it. You can precalculate to generate good estimates. Traffic makes the costs higher than normal, so those precalculated estimates are still useable (if you raise the costs because of traffic, the estimates continue to be lower than the true cost), and still much better than what you get without precalculation.
Full USA map graph contains around 24 million nodes, 58 million edges. Your regular A* just doesn't cut it.