Direct transfer is nice, but sometimes people aren't online at the exact same time. I remember when Skype was solely peer to peer, and you'd have to wait to download a file shared in a group chat until the person who shared it was online again.
We store the end-to-end encrypted file so that the link continues to work after you close the tab. Sometimes the recipient isn't online when you send the link and we want it to still work in that case.
We're considering a "P2P only" option that doesn't send anything to the cloud. Since files are end-to-end encrypted, it doesn't matter from a privacy perspective, but it does help to save bandwidth (and cost for us) if you know you don't need the files stored.