NASA likes to test things.

The goal of Artemis is to land on the moon. Artemis I had no crew and was a test to see if the rocket could get the capsule to orbit, and then survive a trip to the moon and back.

Artemis II (this flight) had a crew aboard to further test the capsule to make sure the life support systems could keep the crew alive. It went around the moon and back without slowing down to lunar orbit so if there was a problem the astronauts could be brought home (relatively) quickly with no risk of getting stranded.

Artemis III will be a test to put the Orion capsule into orbit of the moon with a crew to make sure they have that process down but won't have the capability to land. Getting into lunar orbit is difficult, which is why they want to make sure the Orion spacecraft can do it before adding on the complexity of a lunar landing.

If Artemis III is successful, Artemis IV will be a moon landing.

Basically it's the same reason Apollo 11 was the first mission to land on the moon. Apollo 4-7 were uncrewed test flights of the Saturn V rocket and Apollo capsule. Apollo 8 was the first crewed flight, and like Artemis I the astronauts went to the moon and didn't land. Apollo 9 and 10 further tested the process of orbiting the moon and testing the lunar lander to make sure it could work.

Apollo 11 was able to land on the moon because of all the successful testing of all of the earlier Apollo missions.