Why is picklist values limiting of Stage picklist (of Opportunity) not implemented directly
through picklists available for editing for the record type?

Answer: With Sales Process many different Sales Processes can be created with different values in the Stage picklist for each of them & they can be used interchangeably with any record type on a plug-n-play basis. Otherwise the values in the Stage picklist would have to be tediously modified each time if it were done using picklist available for editing for any record type.