Many popular spices, such as cinnamon, cumin, nutmeg, cloves, and black pepper, can only be grown in tropical countries, but are consumed all over the world. Even if those spices were useful fresh, you can't practically transport them that way; fresh nutmeg berries, for example, would need to be air-shipped from Indonesia to other continents, making them astronomically expensive.
This brings up the second reason, which is that some spices are very strongly flavored and are most useful dried and ground. This includes cinnamon, cumin, cardamom, cloves, etc. Nutmeg requires separation of several layers which is only possible when dried.
Finally, in the places where these spices are grown, they are consumed fresh some of the time. In Southeast Asia, people cook with green peppercorns. Indians cook with fresh green cardamom pods. As far as I know, Indonesians make things with fresh cinnamon bark, but I don't know enough of that cuisine to cite anything.