Couldn't you just make a cube the double click on it and define the divisions really high?...

Yes, that's one way to do it. But, you end up with many more faces than you need, and more faces means longer render times. And, you may be making the object more complex (and difficult to edit) than necessary. It's always a good idea to minimize the number of points/edges/faces necessary to create the model and/or effect you're after.

The simplest way to create a "tight" subdivided cube is to use edge-reinforcement, which minimizes the additional geometry but gives you the effect --- and more importantly the CONTROL of the effect --- you're after.

BTW, this IS covered in the manual...