Room to move in the tray
Putting food directly in the highchair tray gives babies a bigger surface area to work with as they attempt to close their hand around the food. It can encourage them to attempt to use their fingers to pick up food rather than scooping it into their palm against the side of their bowl or plate.
Development of the pincer grip
Your baby using their finger in a pincer grip will be an important skill for fine motor development.
Finger foods are great for supporting this further – you could cut their food into strips that make it easier to handle and self-feed.