One main reason why file shares / DFS shares can be moved to SharePoint Document Library is "FILE IN USE" 

Office Suites has an awesome feature of informing the other users when the Office Document in a document library is open by another user.

"File in Use" PopUp window has the following 3 options

• Open Read Only copy
• Create a local copy and merge your changes latter
• Receiving notification when the original copy is avaialalbe
  

Open a Read Only Copy

Opens the document in read only mode when you try to edit or save back it gives us an option to “save as” to do editing on the document

Create a local copy and merge you changes later

Opens the document in edit mode, When changes are made and you try to the save the document. It prompts the users to save a copy of the document locally.

undefined\\my documents\SharePoint Drafts

Receiving notification when the original copy is avaialalbe

You will receive notification when the document is checked back by the owner of the document

PS: I did had a screen shot of the entire process and didnt had time to put the same way i have in the document to the blog with screen shot. Email me to get the copy of the document.