You can but its not only more effort and increases the price but also reduces privacy and anonymity because you introduce a possible point of tracking with most likely KYC exchanged BTC and a publicly viewable blockchain.
You can, but to retain anonymity you'll need to go through decentralized exchange (DEX). This is extra hassle, especially if you have never done this before.
In addition to what u/akimbostrawman said, I feel like doing that would undermine long-term privacy by slowing adoption of a tool (monero in this case) in favor of something less private.
Are the conversion fees too high?