Why are the sulfide ores generally converted to an oxide and then reduced?
Why, it's simple: you heat a metal oxide with carbon, and you get the metal you were after, plus a byproduct of $\ce{CO}$ or $\ce{CO2}$ which easily flies away. Coal is still abundant on our planet.

Try to pull that with a sulfide! I guess the reaction will not go in the first place, since $\ce{CS2}$ is a great deal less exothermic(*) than $\ce{CO2}$. In the unlikely case if it will, you'll have to deal with the byproduct. $\ce{CO2}$ can be simply dumped in the air (though this is no longer free). Dump $\ce{CS2}$, and all your neighbors will pay you an extremely unfriendly visit, possibly armed with pitchforks.



(*) So much so as to be endothermic, in fact.



Copper is less active, so instead of going via oxide, we have a chance to go straight to the metal in one step. Would be stupid not to use it.

Then there is aluminum which is not reduced like that, but then again, we don't convert it from sulfide to oxide either, primarily because we don't have much sulfide around. Should it be otherwise, it isn't immediately clear would we choose to convert it or not. Arguably, $\ce{Al}$ has no form which is suitable for reduction.

So it goes.