Yes, many people go directly into the private sector with good pay and benefits.
There are some people that get academic positions without post-docs, but most in academia have doe npost-docs.
The post-doc is looked at differently by many people. Some people think of it as your chance to really show your independence (it all depends on who you work for), some people look at it as your chance to really get familiar with the administrative side of the academia world.
In reality, I think it is mostly just because it is hard to get funding for full time employees, and so you can get these 1-3 year grants and pay somebody called a "post-doc" off it it; meaning you do not have to provide as many benefits as a full time employee (making it MUCH cheaper for the employer).
Often in the "private sector" there are still "post doc" positions; again coming from short-term funding.
I know 3 people in a post-doc position making over 100K US right now; but not great benefits and is only guaranteed for 2 years. I also know a lot of people in post-docs not making much money at all.