Yes, it may be more comfortable to buy the ready made ground coffee, but acquiring it in beans and making that step at home is part of the ritual of preparing a good espresso. And it has more than one advantage:
First, coffee beans are much better preserved. They can remain stored for weeks and not see their properties reduced. The same does not happen in the case of ground coffee: once the grains turn into dust, it is a matter of days before the raw material deteriorates and becomes impoverished.
In addition, when grinding coffee, it comes into contact with the air and begins a period of oxidation that, little by little, loses its flavor and aroma.