Yeah, I agree that is it better to connect directly to the computer. And in my case I can do that; I don't need the KVM (I used to at one time, but not anymore).
But for people who need a KVM switch, they don't really have a choice. They can't connect directly to the mobo USB ports. Maybe it depends on which manufacturer and model of KVM switch is being used, but it is interesting (and disheartening) to learn that something about (some) KVMs (and, reportedly, some USB hubs) can interfere with the proper transmission of keypress and keystate information from a modern mechanical keyboard.