When you grow your own transplants from seed, and you learn to properly care for them, you can protect newly germinated seedlings inside until they are strong enough to fend for themselves outside.
Because they are so small, direct sown seedlings that have just germinated are easily eaten by pests - like slugs or birds - or damaged by unexpected poor weather conditions. Seedlings that are a few weeks old are less appealing to pests; they are stronger and more resilient, able to recover from a few nibbles. When you grow your own transplants from seed, and you learn to properly care for them, you can protect newly germinated seedlings inside until they are strong enough to fend for themselves outside.