If the download speed is faster by hooking the time machine directly to the computer why go through the network in the first place?

If the download speed is faster by hooking the time machine directly to the computer

It's not, but even if it were, the Time Capsule.....(not Time Machine, which is software)......was designed to connect to a network because it is a NAS......(Network Attached Storage) device, not a "local" drive like a USB hard drive that is designed to connect directly to a Mac.

Sure, you can connect the Time Capsule directly to a Mac, but then you will have the Time Capsule on one network and your Mac on another network. You will have to log off of your main network when you want to back up manually to the Time Capsule, then log back on to your main network when the backup is complete.

Few users have the patience for this. It is much easier to connect the Time Capsule to a network....the way it was designed to operate.....so you can back up to the Time Capsule automatically without having to log off your main network.