As I understand it, the current deal between Cersei and the Iron Bank in Game of Thrones season 7 goes like this: Cersei pays back the bank, and then the bank will support her. But I can only imagine that most of this support will come in the form of money/gold. So why would Cersei need to ship gold to the Iron Bank, just to have it shipped back to her?
It's riskier for the gold (it could be captured on its long journey).
Cersei is delayed from being able to use it, which hurts the war effort.