Why aren't pull requests made directly on gitlab/somewhere on the site, but instead are sent over email. There is no policies in this case. You are doing nothing wrong.
As for “why”, the reasons will vary between maintainers and they’re the only ones to answer this question. But one point to consider is: Pull requests are not a feature of Git itself. They’re specific to GitLab. To manage PRs one is forced to use GitLab’s app: either the webapp or CLI tool `glab`. The latter being far from convenient. A maintainer may wish not to use this app. With motivation ranging from freedom, through convenience, to simply being used to the email medium. Maybe not far from you deciding to use the mailing list, instead of asking on Reddit. Cheers