Why does my obygn dr not want me to skip the placebo week and go straight to the active pills in my birth control packs to avoid getting periods?

The pill brand. Some brands like tricyclics are not amenable to pill free intervals.
Depends. Skipping periods is generally okay for most people, however you cannot skip them forever. Women who skip periods may still experience cramping and spotting during the week they would normally have a period. There are specific types of birth control designed for skipping periods; these may be a better option for you.
To skip cycle. By staying on the active pills you will eventually quit having bleeding because the lining of the womb becomes very thin. This helps prevent cramping, blood loss, and ultimately saves you $ at the tampon aisle!