While it is possible to lose fat while gaining muscle, it is very, very difficult for most. Then reason all the pro's bulk up and then cut is that it is more efficient to do one at a time. That is, eat and train with a view to adding as much muscle as possible and then cut while maintaining (or losing only minimum amounts) of muscle while dropping bf as fast as possible.
Personally, I am happy to add muscle slowly while dropping the gut. When I achieve my goal, then I may go for an all out (clean) bulk/cut routine.