What if you need to scale your app by load balancing more than one web server? You could install the full app on all web servers, but a better solution is to have the web servers talk to an application server.
But if there aren't any entity objects, they won't have very much to talk about.
I'm not saying that you shouldn't write monoliths if its a simple, internal, short life application. But as soon as it gets moderately complex, or it should last a significant amount of time, you really need to think about a good design.
This saves time when it comes to maintaining it.
By splitting application logic from presentation logic and data access, and by passing DTOs between them, you decouple them. Allowing them to change independently.