Not necessarily. "I want to pay for parking" -> "Click this link" -> quick automatic web based geolocation and redirect back to the SMS thread -> done.
Good point actually. But if you already got the user onto a webpage, why not complete the flow there?
Mainly because the message thread is implicitly authenticated, so no additional web login required -- and we want to allow for conversational payments, where you can ask as many questions as you need before committing to pay.