Why Can't I Just Draw Sectors On The Map?

You can! Personally, I think this is a lot more work, especially for detailed areas. Drawing the lines is ultra-fast and simple. The only reason some other editors were awkward in this regard is that you also had to create sidedefs and sectors as additional steps or in any event more steps than required by DeePsea.

For simple areas that you do NOT intend to change, like rectangles or polygons, use the prefab tools available (press F9 or double right click). If you make more complicated objects, you will spend a lot of time clicking all over the place splitting lines and merging.

There is another good reason for working with lines (and LineDefs). The more familiar you are with the details, the easier it is to fix mistakes (that occur in ALL editors) as you change your mind. It will become as easy as picking up an eraser and redrawing any part you like. Why throw away the baby with the bath?

In any event, you can do it both ways, using prefabs or line drawing.