Is there a reason why Data hasn't simply had a tricorder integrated into his body? He uses one often enough, you'd figure he would have simply wired one into his system and plugged it into his brain for instant readings all the time.
I think the biggest reason for this is the fact that it would make him less human rather than more human.
But besides that, this might essentially be the case, it's just not utilized (again see point above). There are numerous instances of Data's vision being modified to see something invisible to the bare eye and there are other instances where Data is used to emit signals and similar things.
However, he obviously decided to use Tricorders rather than his built-in possibilities, since this takes him closer to his goal. Also such things most often require some kind of reconfiguration (since he's obviously not able to switch things such as his vision parameters on the fly).
Last but not least it's also a plot device in an indirect way. There are many episodes that revolve around the crew exploring some planet or ship and at some point or another losing their equipment so they can't just "scan their way out". Just think about the possibilities of Data having a built-in jack-of-all-trades device being able to see through walls, detect invisible beings, being able to scramble force fields and other things, hacking computers without physical connection, etc. I think you get the point. :)