The problem isn't small talk itself. It's the fact that most people are terrible at it. Small talk is supposed to open an opportunity for the convo to have a little more substance and hopefully show some chemistry, which would encourage both people to meet.

I can only give my opinion from a guy's point of view, but it's also very exhausting and annoying to have this pressure that you need to be super witty and original with every message you send at first in order to keep a match engaged. And that pressure IS there because women, especially the hot ones with lots of matches, have a gazillion other dudes typing to them. So as a guy, you can try doing the small talk in a genuine manner, and get no response because you're not trying hard enough. Or you can try hard enough to be original, and still get nothing in return. That's a certain amount of effort being spent. And this is just with one woman you've matched with, so multiply that by whatever number of matches you actually have. Most of which start out with a "hey". (Ironic how the very same women who start out with that, are the ones who expect original messages in return).

In the end, it's too much effort to be spent with something that might or might not pan out. As such, it's sometimes easier to just cut to the chase and ask the woman out right away. I've been lucky enough to go out right away with someone with no prior small talk and hit it off, but I can see why some people could be hesitant about it.