What's the point of a MSc if I can just enroll in a PhD program?
If you know you're going to continue on to a PhD, then there is no need to pick up a MSc, unless a specific program you're interested in requires you to acquire the MSc before continuing on to a PhD.

Some people want to have the flexibility that comes with acquiring a MSc, but this is a matter of personal interest, rather than a requirement. The danger is, of course, that if you decide to stop your PhD studies, then you run the risk of having worked for several years without any degree at all.