There are several reasons why Satellites need to orbit Earth before they go interplanetary...
The first reason:
The launch site is very rarely in the right position to start an interplanetary flight. Earth rotates on a tilt, so a launch has to be timed when Kennedy Space Center crosses the ecliptic plane (the general plane that most planets orbit on). Also, it has to be in the right season, so that when the probe goes out to orbit it ends up headed the right direction when it leaves Earth's SOI. All of this is possible with a direct ascent profile, it just takes really good timing - but these perfect windows come very rarely.
Any probe that makes ecliptic orbit around Earth, first, has a launch window pretty much every 45 minutes, as apposed to a couple times per year.
The second reason:
The amount of Delta-V required to escape Earth's SOI is pretty big. While it is possible to build rockets large enough to do so - the limiting factor is really the efficiency of typical rocket fuel and rocket engines.
To lift a probe out of Earth's orbit with a rocket takes a pretty heavy rocket. That heavy rocket must be lifted into Low Earth orbit, which takes a massive rocket.
One way to improve this fact is to make your rocket much more efficient - but we are already close to the theoretical efficiency limit of a chemical rocket. So NASA started using ION propulsion, which is way more efficient than a chemical rocket - it's also very weak - which is the thirdreason...
The third reason:
Now that most probes use Ion propulsion, they don't have the thrust to just eject themselves from earth in a direct ascent - they spend weeks with the Ion thruster thrusting for a little while (a few minutes) at a key point in the orbit. Each time the Ion engine does this, their orbit gets closer and closer to Earth escape velocity.
Once the probe is out of Earth's SOI, it can basically turn the Ion engine On and leave it there for as long as it wants to complete interplanetary maneuvers. Usually, most maneuvers between planets are minor course corrections to take advantage of a planetary fly-by to sling-shot to much higher velocities.
Timing - launch position and orbital orientation mean few good launch windows for direct ascent, reaching orbit first allows for many more options.
Too much fuel needed - Getting a probe way from the earth takes a lot of chemical propellant, so we now use Ion engines instead.
Ion engines are weak - it takes a long time (weeks!) for these highly efficient engines to do their job.