You are right that it does feel a little roundabout. My understanding is that webfinger converts from the username to the user profile url and image. This is useful during federation, and for generic fedi/activitypub clients because different Fedi software maps usernames and profiles differently.

For example, user@lemmy.instance will reside at lemmy.instance/u/user, while user @mastodon.instance will reside at mastodon.instance/user.

Fom some poking around, it seems that Lemmy does not properly support sending the profile image on Webfinger because I wasn’t able to do it using the rel parameters that are mentioned in the spec.