Why we need waveguide in Microwave?
There are many reasons that the magnetron antenna does not stick directly into the oven cavity of a microwave oven.


If it did, it would physically interfere with objects (food and dishes) inside the cavity, and it would be subject to contamination by food spatter.
The magnetron and its antenna get quite warm during operation. Having the antenna exposed where it could be touched would expose the manufacturer to liability issues because of burns. The waveguide also functions as an air duct to help cool the mangetron.
The impedance of the cavity is not a good match to the impedance of the antenna. The waveguide functions as an impedance transformer so that energy is coupled more effectively from the antenna to the cavity.
The impedance of the oven cavity varies with what is placed into it. The waveguide's impedance transformation characteristics help to reduce the variation that the magentron "sees".
The use of a waveguide gives the mechanical designer a lot more flexibility with regard to the placement of the magentron, making it possible to make the overall size of the appliance more compact.