This equation reflects the fact that the heat transferred and the work done are not properties of the state of the system. Given only the initial state and the final state of the system, one can only say what the total change in internal energy was, not how much of the energy went out as heat, and how much as work. This can be summarized by saying that heat and work are not state functions of the system. This is in contrast to classical mechanics, where net work exerted by a particle is a state function.