Actually there are a few reasons why it should be a connector to screw down the wires.
What cable type are you using? The GDS is 10/100. You can use a CAT5E cable so you can put a male RJ45 on the cable. So far I agree.
But in new buildings mostly CAT6A FTP is used. You cannot/should not put a male RJ45 on CAT6(A) cables. Panduit has male connectors for CAT6 but they’re way too big to fit in the back of small devices such as a GDS anyways.
This means you end up with a cable on the other side of the wall with a female RJ45 connector. You need to install an outlet on the wall and make the hole in the wall big enough to put through a patch cord with the connectors already attached. On a pole outdoors for example this is not even possible at all.
As it is now you just put the CAT6(A) cable through the wall and screw down the wires. Much cleaner, easier and cheaper. If you’re using any of the other outputs on the GDS you need to work with extra cables and wires anyways.
I know there are a lot installers who don’t really care about cabling or don’t know any better. But the current connector is the best way to meet the standard.