Because a starter motor draws a hundred amps or so. The solenoid ensures that closing the circuit is done as quickly as possible to limit sparking - and also keep the sparking as far from the driver’s fingers as possible. Also, it’s closer to the starter motor and the battery, so the cables are short and don’t waste as much power as if they had to snake through the firewall - not to mention the PITA of routing monter copper cables through the firewall.