Thevenin's Theorem: Why is there a \$R_{th}\$
With your proposed circuit, if you change the load resistance, the voltage across the terminals doesn't change. When there is a series resistance included "inside the box", then reducing the load resistance (thus increasing the output current of the source) will reduce the output voltage of the source. 

The latter scenario is more common in real life.

And the former one is still possible to model with the Thevenin circuit by taking the limit as \$R_{th}\$ approaches zero.

Put another way, we want the Thevenin circuit to predict the behavior of our source (or network) with any load resistor, not just with some one particular load. Of course real networks are non-linear so when we make a Thevenin equivalent for them it only applies over a limited range of loads, but including the source resistance term still gets us a more useful model than we get if we neglect it (it also makes it more likely that one model can be seamlessly transitioned to another one for a different range of loads).