Why mix wet and dry ingredients separately?
It's easier to mix a small amount of ingredient such as salt or baking powder uniformly into a dry mixture than it is to mix it uniformly into a dough. If you mix everything at once, the these ingredients will tend to clump in a small amount of dough instead of mixing uniformly in. It's rather unpleasant to eat the few cookie(s) with all the salt. 

You can still mix everything thoroughly once wet, but most people do not have the patience to do so.