It does seem that most people do it exactly that way--run the epub through Kindle Previewer and upload the converted mobi file. But I reason this way: there is always a chance that a file can be corrupted in an upload. So I prefer to upload my epub, let the KDP do the conversion, download the converted book file, and examine it in all possible emulations in Kindle Previewer. That way I am looking at the exact book file that will be distributed to purchasers of the book.
That's my justification anyhow. The real reason is probably that I did it that way the first time, and it worked, so I keep doing it. Why mess with success?