PNP from most provinces cost money (Application fee). Secondly, you need to wait for province to actually nominate you which takes months. Thirdly, after nomination you get 600 CRS points which means sureshot ITA in next draw but the catch is that you MUST land in the province of your nomination. To be on a safer side , you should genuinely try to settle in province of your nomination although Canadian constitution does allow you to work or relocate to any other province.
People prefer direct ITA because it saves them PNP application fee plus they have no moral obligation to settle in any particular province