Friends joining single player world

It should be easier to let friends join your world. My friend can't join the world even if i click his name to try to invite him, but I can't! Other games have multiplayer; why is it so hard for Minecraft to just let friends join my world? Instead, we have to buy servers for friends to join. I should be able to click my friend's name and click "invite to world" from the friends list so he can join. Please! It's so frustrating not being able to invite friends and have them play in my world. Instead, we have to buy a server when they could just join your world.