The reason why you cannot make the external sata drive part of the RAID Array is because the external sata drive is not connected to the same onboard sata controller and the external sata drive is connected thru a sata to usb converter, so it is connected to the USB controller.
FYI, for new board:
Now even though you had an E-SATA drive connected to the E-SATA controller of an Intel Motherboard, you wont be able to mix the raid to the one onboard SATA controller as they are two different and independent controller. You can mix up the raid due to two different sata controllers.
Hope this answers your question.
All the best,