The major point of having the first step of glycolysis (glucose phosphorylation) occuring as soon as glucose enters the cell is to keep a low intracellular glucose concentration in order to preserve transmembrane glucose gradient. In such condition glucose uptake occurs spontaneously through its membrane transporter at no energy cost.
This is a finalist view jus like asking why the birds have wings. Obviously, they do not have wings in order to be able to fly but they fly because they have wings. Unless you do not believe in evolution (cf. Charles Darwin)...
The same holds for glycolysis: it occurs close to the plasma membrane because that is where hexokinase is located. As a consequence glucose is rapidly converted to G-6-P as soon as it passes the plasma membrane thus generating a gradient between extra- and intracellular compartments which allows its passive transport through the GLUT transporters.