I suppose it maks sense that everything is soldered onto the board, to deter "improvements" by people. [...]
That's not the (primary) reason to solder things on a board. The primary reason is that only soldering chips on highly optimized boards allows for the large bandwidths needed for fast signal processing. To read out 10 million pixels 6.5 times a second means very high data throughput for ANALOG signals from the sensor to the analog to digital converters.
Not really. You can easily handle high-speed data with socketed chips. Just look at the CPUs in a modern desktop computer. And the data rate inside a DSLR isn't really all that high. At 14 bits per pixel, using the numbers, you're only talking about 910 megabits per second—less than twice the maximum data rate for USB 2.0—and that's if you read the entire sensor's output serially through a single data line (which AFAIK none of the high-MP sensors do). If you break the data up across several parallel data channels... well, it isn't a trivial amount of data, but it pales compared with the video RAM used in a modern GPU—at least three orders of magnitude slower, IIRC.
No, the primary reason for soldering everything is reliability. Socketed chips have a tendency to work themselves loose, and thus would be problematic in something as mobile as a DSLR. As far as electronics reliability goes, a good goal is to eliminate as many connectors as possible, and to move as much as possible to a single-board design. Every socketed chip is just waiting for a chance to work itself loose and cause a device to stop working. Therefore, sockets and other connectors are worth avoiding unless there's a really compelling reason to use them (e.g. using connectors for flash storage so that you can move the content itself from device to device).