I believe the main issue is i think (in order to support the ecommerce functions of an e-product), the file must exist in the database (not on the hard drive). otherwise people could link directly to that file and share the link, vs. the system verifying they can have access to the file and serving it up to them.
I wouldn't worry about having them in 2 spots (one in database, one in file system).
If you are still set on having them pull from the media library, there are ways through the API to create attachments, and you could use the source from the media library, but it's too complex and i would need more context before even attempting it.