While I don't like going to search for a missing piece when I'm building a LEGO set, finding the piece when it happens is relatively easy and fast. Sometimes it's even faster than finding a correct piece from the mixed pile of bricks for a set when I happen to have all the sorted boxes at hands reach. So why bother mixing up all those pieces again after going through all the effort to sort them?
Sure I could skip the part to collect pieces for individual sets and just start building. But often there are actual missing pieces in those sets. It's often hard to continue building when there is a missing piece in the middle. So I want to know I have all or at least most pieces, only missing such pieces that wont block the build before starting.
It's also not that much faster anyway. Especially the smaller sets it's easy enough to find the pieces from the mixes pile. For the bigger sets I usually do some sorting already while putting the pieces together, but also before starting to build to make it easier and faster to find what I'm looking for.
Besides having to look for a certain piece in the mixed pile of bricks gives the feeling of good old days.