> Why can't download the photos directly to a phone?
You can on some cameras (e.g. Canon 80D), but it’s somewhat cumbersome and eats batteries at a fantastic rate because the camera hosts its own WiFi access point.
My D500 also has no problem doing this via SnapBridge. It was total crap when it launched (the app, the D500 was stellar from the offset) but has been gradually improving.