What is the essential difference between the construction of a bolt-on neck and a set neck?

Like....how are the neck and neck pocket different? As in why couldn't you just glue in a bolt-on neck?

Also with bolt necks....do you have to do something special to just bolt through the body instead of having a bolt plate?
I'm referring to this - http://www.allmusicinc.com/images/products/secondary/ibanez-eg-rg920qmrdt--1.jpg

I think that looks cleaner than having a bolt plate....
i can tell you the difference, which is set neck pockets are deeper into the actual body allowing the neck to "slide" into to place, where in a bolt on pocket the neck just sits on top of the pocket and is screwed in. i am sorry cant help with the no neck plate question.
Set necks are a tighter fit with more surface area for the glue to hold it together--most have other means to hold it in too, e.g., groove, etc.

Can't just glue a bolt on--it would snap off under the tension.

The ones without bolt plates have a tighter bolt pattern (bigger bolts, located deeper from the corners of the pockets. If you re-drilled for that, the existing holes would make it too weak. You could fill them by gluing in dowel rods first, but that would have issues, too. Not sure there's enough thickness in the heel to support it anyway.

Many higher-end guitars have sculpted plates and heels to be less in the way of your fret access.

I've got guitars w/ sculpted plates (Ibanez Prestige), regular plates (Fender MIA Strat, MIJ Mustang, Squier Affinity Strat, and Schecter Avenger), and one with a neck through (Ibanez Xiphos). I end up playing the Strats and the Mustang more than the metal-oriented guitars, lately, so it's not a huge difference in playability or tone. Bolt ons with plates have their advantages, too.
The plate-less bolt-on joint you posted is the Ibanez AANJ (All Access Neck Joint), and to do it you'll need some of these. The pattern isn't totally crucial as long as the screws aren't too close together or too close to the edges of the neck pocket.
I use set-neck construction where the heel and pocket are the same dimensions as a bolt-on heel/pocket. Granted, a tighter fit but essentially the same dimensions and never had any problems