Why some university asks for recomendation letter directly to be sent from the recommender?
By forcing the letter to be sent directly from the institutional email of the Professor, the university makes sure it is a truthful recommendation and not a modified or faked one. Such practice of faking documents in unfortunately happening in any recruitment environment, not only academia.
Even worse and common practice in academia, my own phd adviser asked me to write my own recommendation letters because he lacked time, and he just signed them. 
Such practice as described in your message partially prevent this.