why is Figma/Adobe XD needed?
Short answer: it isn't; just as Illustrator isn't needed to do graphic design, or Unity isn't needed to develop videogames. But boy do they help a lot.
Long answer: As you pointed out, you can make UI designs in any other graphical design program; you could even do it on paper first if you needed a reference. Software, as any other kind of tool, isn't needed to do a job.
But specialized software, as any other kind of specialized tool, is made to help make easier a specific type of job, and provide people with specific tools related to the job they're intended to make.
If you develop an app, and you work alone on every aspect on it, you might be able to do everything with a small set of tools. And that's ok; as long as you can get the work done, you don't really need another tool.
But, if you specifically make GUIs for a lot of different projects of different people, or to provide/sell them as assets and resources, or work on a big project for a company, a UI/UX tool comes in handy to work faster and cleaner; to help you comply to design standards; to let you see how your UI will behave on different screens sizes with different layouts without actually having to physically have all of them... in essence, a UI/UX software helps UI/UX people in their UI/UX tasks.
Now, there are also other aspects about UX software: things like how UX is an entire separated topic on its own, or language designs, or how it focus not only on the looks but also on the functionality; but I believe those are only important IF you wish to get more into UX specifically.