Quite a bit of the time, you don't want to rely on application logic to do your setup for you. You end up needing the application logic to put things into the DB, without any bugs, in order to be sure your test is actually testing the part of the code it's meant to be testing.

Allowing your application logic to do this for you creates all sorts of opportunity for hard to debug issues that have nothing to do with the thing you were actually testing. Putting data into the test DB directly makes for more setup, but makes for much more isolated test cases and much more certainty that your tests are doing what you think they're doing.

It also means you can write tests as you go without having to build a whole level of application logic to support your single test.