tl;dr: Gases can take up from hundreds to a thousand times the volume than their liquid counterparts, even at their boiling point. Pipes for these gasses would be too huge to even fit in the rocket.
Because cryogenic propellants are challenging to keep cold in rockets where every bit of weight used for cryogenic storage would mean roughly 20 to 50 times that weight must be removed from the final payload, the greatest use of LOX (by volume) is in the first stages of rockets leaving both the Earth, and its earth-bound LOX production facilities.
This certainly will change in the future, (see Can five refillings of the BFR second stage be useful to get to the Moon? To Mars? All five in Earth orbit?) but the question is not about future rockets.
These engines use propellants at a very, very high rate of mass flow, and so the pipes that carry the LOX are already fairly large. For example using the Wikipedia values for ONE Merlin Engine at sea level: thrust 420,000 Newtons and Isp 275 seconds times 9.8 m/s gives a exhaust velocity of about 2700 m/s. Divide thrust by velocity and you get over 150 kg/second of exhaust, and since every carbon gets two oxygens, that's about 100 kg/sec of LOX for each of the nine engines!
It's a non-trivial fluid dynamics problem to figure out what extreme techniques are necessary to move almost a metric ton of per second of gaseous oxygen through a moderate size pipes. They would certainly have to be extremely large, and they would not likely even fit within the svelt, almost "noodle-like" 3.66 meter diameter F9 body. (See If not constrained by underpasses, etc., would Falcon 9 have been less of a flying noodle? for more on that).
So really, the only place you would like to have this factor of ~1000 expansion happen is in the parts of the rocket that's build for expansion and rapid transport of gas; the combustion chamber itself, and the throat, and nozzle.
