Why? Your Amp, Receiver, AVR have connections for those speakers. Not that this is bad. I'm asking, is there a reason we should all be doing this?
One of the reasons why you go from the amp to the subwoofer to the speakers is because the subwoofer has a crossover that only sends the higher frequencies to the speakers which relieves them of having to reproduce the low frequencies. It can be a good thing, or it can be a bad thing depending on the setup.
Such an arrangement is necessary when the amp has no capability of driving a subwoofer independently of the speakers. Obviously a home theater receiver wouldn't require this setup but a plain old stereo amplifier would have no way to drive the sub unless there were two speaker outputs and some way to add them together while listening. Home theater isn't the only way subs are used. I have 4 subwoofers in my home. Only 2 - the home theaters - drive the sub independently.