What is the role of CRISPR-dCas9 in gRNA-dCas9 transcription regulator complexes?
so why can't the transcription factor be fused with the gRNA instead,
  so that it can directly affect transcription when the gRNA forms
  complimentary base pairs with the target gene, instead of it being on
  a passive dCas9?


The main reason for that is that both the gRNA and the dCas9-TF (transcription factor) combination can (each) be encoded genetically, while a combination of a gRNA with a transcription factor could only be generated chemically.

The possibility to genetically encode the dCas9-TF + gRNA unit allows one to:
a) use established methods for transferring DNA into cells,so that the cells make the Cas9 and the gRNA by themselves and
b) generate cells that will stably express the whole unit (dCas9-TF + gRNA) forever. 

Neither of these options would be possible with a chemically linked gRNA-TF (which is also much harder to make for molecular biology labs that don't have the proper chemistry equipment).