The logic is simple: Cables (such as Cat6a) that go into walls are
solid and rigid. They are made to carry a signal over long distances,
but they break easily if you constantly bend them. If you pulled the
cable out of the wall and plugged it into a male plug to connect to
your laptop, the constant movement would break the copper within a few
months.
With the socket (Keystone), the hard cable stays stationary and secure
inside the wall. You, to connect your device, use a small, flexible,
ready-made patch cord, which if it breaks, you just throw it away and
get another one for 2 euros!