Correct me if I'm wrong but nowadays you can completely skip the "bootloader" step by using EFISTUB, i.e. having the UEFI firmware load the kernel as an UEFI executable.
But if you ever have an emergency where you need to modify the kernel cmdline, your firmware needs to provide an interface to do that, which many don't. Using a bootloader is safer in that regard.
Yes, and it's quite comfortable. If you don't want to use external media, many boards also come with a builtin UEFI shell which is quite powerful. From there you can simply execute the kernel with the desired cmdline. (like ./vmlinuz root=...)
But if you ever have an emergency where you need to modify the kernel cmdline, your firmware needs to provide an interface to do that, which many don't. Using a bootloader is safer in that regard.