I think the same thing but some people want to have the option on changing songs on demand and the quality of a DJ system is even better then a band.
The CD DJ would do the changing of whichever CD’s.
To bring along a CD is like bringing your own camara, it might take nice pictures but its not as good as a photagrapher, and you have to be busy taking pictures/running the music yourself instead of being busy welcoming your geusts.
Someone would be dedicated to controlling the CD’s and player just as in the idea in your OP. So no one would be distracted by the task.