Since Design & Print Online is a web based application it does not have direct access to your computer operating system or printers (drivers, services...). This is why a PDF of your project is generated for printing.
In addition, PDFs preserve the layout, formatting, fonts, and images within a document. This means that when you download a PDF of your project, it will look the same no matter what device or operating system is being used to print from. It provides a more consistent printing experience.
We do offer templates for a number of 3rd party software, such as Microsoft Word, Apple Pages, and Photoshop. You can download a free blank template for your Avery Product for one of these programs at avery.com/templates.