Is there a difference between using a Cat 6 wall jack vs using a female-to-female coector?

I am ruing new Cat 6 cable from my router to my office so I can get my computer hardwired instead of using Wi-Fi. When looking at what I need to get to coect the cable to a wall plate, I’m seeing 2 main options:

Option 1, which seems to be more common, is to get what I believe is called a Cat 6 wall jack:

Option 2 is to get a female-to-female wall coector:

Option 2 seems like it would be simpler, as I wouldn’t need to actually wire the cable itself to the jack; I simply plug it in. Is there an advantage to using a wall jack and doing my own wiring?

Note that I do already have some RJ45 coectors and a crimping tool for them; so if I need to cut the etheet cable down to a shorter size; that's not an issue.