What is the purpose of co-translational transport?
Why are proteins that will be exported to the outer of cell are not made in the ER directly? What is the function of ER in intracellular protein synthesis? What is the purpose of co-translational transport?
This is a eukaryotic cell that we are talking about.Once the mRNA is synthesized , it has to move out from the nucleus to the cytoplasm.During its exit, SRP (Signal Recognition Particle) recognizes specific signal sequences in the mRNA and forms a complex with that mRNA.then SRP complex targets ER membrane proteins for cotranslational-transport.
If the secretory proteins are not moved into the ER , disulfide bonds would not be formed from cysteine residues . Because the necessary Enzymes required for this process are found only and only in the ER (namely PDI and ERO1).
Plus, these secretory proteins often have to be glycosylated to perform their action correctly.The Enzymes are located in the ER.
Moreover I believe that these secretory proteins will aggregate and degraded later if they are not transported into the ER.
I do not know WHY this process exists this way. That is Evolution and it is just about adaptation to the environment and not necessarily based on pure logical reasons.
Further readings : Molecular Cell Biology Lodish et al 8th ed at sections 13-1
and 13-3.
In addition see : Protein translocation across biological membranes , Targeting proteins to membranes: structure of the signal recognition particle   Post-translational translocation  Regarding to Ero1 and DPI
Formation and transfer of disulphide bonds in living cells