This is no doubt true in some cases, but a LOT of people play EVE for the PvP, which is expensive (particularly if you're flying in big ships). You have 2 options:
* grind for hours to get the ISK you need to buy the ship
* sell PLEX/buy ISK from farmers
Since ship loss is permanent and EVERYONE loses in EVE eventually, you need some source of cash to keep PvPing. People play games to have fun, and if your time is more valuable than your money, why would you do all that grinding? It doesn't actually make you better at the game.
Why you'd go to farmers instead of using PLEX is very much an open question, though I imagine that the exchange rate is better for the buyer to offset the risk of black-market trading.