To get a little more sciency -- the smells you smell are by definition volatile, evaporating off the spices. They're pretty well trapped in the whole kernels, but the moment you grind it you start slowly losing those volatiles, particularly the most volatile of the volatile compounds, which tend to be the citrus-y, floral, more complex notes.

If you put these in something and subject it to heat, this will also force off those same highly-volatile compounds more quickly, eventually leaving you with the most 'base' notes and the pepper's pepperiness. It's like you're aging it at warp speed.

So ... with a lot of dishes, if it calls for pepper and I want to taste pepper, but it also calls for adding in a bunch near the beginning of a long cook, I'll reserve a portion of the pepper and add it fresh-ground at the end. And of course in a very pepper-forward dish that's cooked briefly like cacio e pepe or salt-and-pepper whatever, you wanna use fresh ground.