When Cage and Rita first meet they attempt to reach a dam in France which apparently locates the Omega creature. They spend hundreds of lives to get out from the beach, then hundreds more to reach the helicopter. But why couldn't they have simply taken the military helicopter to do the job, similar to how it worked in the ending?
Most of the loops that Cage is doing in the beginning results in him gaining combat skills.
After that, based on what Rita says, they are trying to get to the Omega to kill it and end the war.
The Omega has places a false vision inside Cage's head, the dam.
When he gets there he realizes it's a trap to drain his blood and hence his ability.
Then they move to steal a device to find the actual location of the Omega with Cage's alpha blood.
Before they can go to the actual location in Paris, Cage get's a transfusion and he can't loop.
Now, as a final attack they assemble a crew and fly to Paris.
So you see, they learn through the looping and change the course of events. Till then they Live Die Repeat to get better at doing that one thing and move to the next step.