I have just learnt the path integral formalism in QFT, up to the point where we computed the generating functionals $\mathcal{Z}[J] := Z[J]/Z[0]$, $W[J]$, and $\Gamma[\varphi]$. Here $J(x)$ is the classical current and $\varphi(x)$ is defined to be the functional derivative $\delta W[J]/\delta J$.
All the resources I perused (standard textbooks, lecture notes) mostly detail very carefully how to compute or derive them. What I don't understand is why do we still need effective action if we already have $W[J]$. The sum of connected diagrams already gives everything you need in perturbation theory (in fact you don't really need $Z[J]$ anymore if you have $W[J]$). Furthermore, we often assume (at least in simple examples, since I haven't reached gauge theory) that the Legendre transformation of $W[J]$ is involutive, so we do not lose information working with either $\Gamma$ or $W$.
Since we have to do Feynman diagrammatics anyway, I doubt the reason we prefer one of them or the other is because one of them has easier Feynman diagrams integrations. So either (1) somehow the effective action trades off something for some advantages (that I cannot appreciate) over the connected generating functional $W[J]$, or (2) there's something about semi-classical vs quantum correlators that I don't understand: i.e. maybe $W[J]$ makes no sense for classical field theory but $\Gamma$ somehow does.
I would appreciate an explanation and/or explicit example that $\Gamma$ is absolutely preferred over computing $W$.