My primary purpose is to see more places, not earn more miles.
For example, I can fly to the seychelles from LHR on a single flight number (direct) even though it stops in Nairobi. That frees up one more segment to explore more in Africa. Or, a direct flight might free up one segment that I'd otherwise have to spend getting to a major hub before the place I want to visit.
There are many other examples where direct flights would free up segments, for example TPA (tampa) to SJC (San Jose California). This gets me across the country, without actually counting technically as a "transcon". It also frees up a segment I'd otherwise flush on getting to a hub.
OK, so my secondary purpose is to earn more miles.

For example, I can fly to Zurich from San Francisco on a direct flight, which earns many more miles than just flying non-stop from DFW. Even more useful if I wanted SFO as the last place I visit in NA anyway, freeing up a NA segment I'd otherwise flush on going back to a hub...