Why do people buy preamps if they can directly connect amp to stereo source/phone/PC/tv?

Multiple sources, plus not all sources have a high enough output to drive a power amp, the signal needs to be amplified first. For example, I once connected my portable Digital Audio Player to my stereo amp, but it sounded very hollow and was struggling, you can basically tell it was congested and running out of breath to use an analogy. 

For those that like tube coloration (or distortion. for you detractors), messing around with tubes is a joy.  For those that prefer more sonic honesty, you will need to spend considerably more for tubes and may well find sonic bliss with a less expensive, but well specified solid state unit.

I feel that the tubes are more honest, generally speaking; solid state has a coloration of brightness and hardness.

Generally for sonic improvement.