Some plants just grow better when started outdoors where they are to grow. Some plants don't do well when transplanted...growth is stunted or delayed or plants just die.

You can start greens indoors and transplant later. You'd have to harden them off first which you wouldn't have to do if direct seeded.

Some plants can be started indoors. Check the packets. Experiment, too.

I regularly start beans and melons/squash/cukes in pots instead of direct sowing. It only takes them a week or two to get their first set of true leaves and are big enough to plant out. I don't think there is really any timing advantage to this- I start them in the pots about the same time I would in ground anyway. I do this because I got critters that like to dig/eat my seed and I lose a lot less seed by growing them out a bit before planting.

Nasts are a fave around here. So pretty, and we eat the leaves and flowers fresh and in pestos and the leaves dried and I pickle the green seeds too. Yum. How I do those depends on what I'm doing with them. I have a patch in the garden that has self-seeded a bit over the years so there I just direct seed a bit to fill in spots that don't sprout up on their own. The hanging baskets I grow in/around the kitchen porch and garden I start seed and transplant the plugs into the pots. Sometimes I grow them in a back garden, and when I do I do a combination of starting seed plugs and when I transplant them into the ground also direct seeding.

I've tried starting corn a couple times without any luck. Which is funny because I've tossed out unpopped popcorn for the birds and had the stuff grow in my lawn.

Greens I've found are so fast and easy to direct sow I don't bother starting them indoors. But I do often grow salad-bowls inside this time a year to snip small greens from in the kitchen.