Confused about UEFI and kernel location when using GRUB

I switched my laptop from Legacy BIOS mode to UEFI, and installed GRUB as the boot loader.
Thus, the GRUB core was copied to the ESP (EFI System Partition).
I installed Slackware (-current"), and skipped installation of a boot loader.
I created an entry for Slackware in the GRUB configuration file.

Now, I keep reading that you need to copy any kernel that you want to boot, to the ESP, but I can't imagine why that would be required. What's more, it obviously isn't required, because my setup works fine. I really wouldn't expect anything else, either, because (as I understand it):

• UEFI finds the GRUB core in the ESP;
• UEFI loads the GRUB core and passes control to it;
• GRUB will display its boot menu (or not, as the case may be);
• When I select the Slackware entry from the GRUB boot menu, GRUB will load the kernel (and the initrd) from the location mentioned in the boot entry;
• The Slackware Linux system starts up.

This is, in fact, pretty similar to what happens under Legacy BIOS. The underlying architecture may be vastly different, but the process, as seen from this higher level, is quite comparable.

Hence my question: Why would I need, or want, to copy my Linux kernel to the ESP? Surely, UEFI won't load the kernel directly, will it? Some sort of boot loader will inevitably have to intervene, won't it?

In other words, no matter what, the sequence will be: UEFI loads the boot loader from the ESP; the boot loader takes control; the boot loader loads the kernel (and the initrd, as required) with the appropriate configuration parameters; the Linux system is started.

If UEFI were to load the Linux kernel directly (from the ESP), then how could the configuration parameters ever get passed to the kernel? And how and why would the boot loader have to intervene if such a setup made sense?

I guess my overall question is: What am I missing here?