With such delicate matter you should try to put more thought into your wording.
For a long time there was no true consense on how to proceed with the "Judenfrage", it's not like the extermination of the Jews was planned since 1939. Jews and other unwanted people were also used for forced labor this required some form of screening program. As macabre as it sounds they had to gather the Jews first so they could evaluate their ability to work in order to decide what to do with them. Furthermore they were stealing their belongings even things like rings and teeth.
If you just shoot everybody on the spot you create a good amount of problems. Collecting their belongings gets harder, you have to get rid of the bodies, this is especially difficult in bigger cities as you can imagine. Gas chambered were not only created for "killing efficiency" , they were also created to take the "burden" of the killings of the German soldiers. Mass killiings affected a great deal of soldiers and many refused to do so. Refusing an excecution was not punished within the german forces. The people who dealt with the remains of the people who were murdered in the gas chambered were mostly jews aswell. These jews avoided beeing killed by doing this work, at least for a while. They didn't want German to do this work.
It should also be noted that these mass shootings like you proposed did indeed took place. The further the german forces advanced the less likely it was for a jew to get deported to a KZ they were just shoot and disposed in mass graves. They hunted them rounded them up and shoot them. A lot of jews and soviets faced this fate, it's not like all Holocaust victims were killed in a Extermination camp.
There are other problems which would be connected with mass excecutions in cities. More jews would be aware of what will happen to them, they would start resisting, they would hide more, they would destroy their belongings. These deportations decived many Jews, they thought they were brought to a different area to live there, many of them didn't expect to ride straight into a death camp. They packed their stuff into suitcases expecting to get them back. Now imagine every Jew gets killed when seen. People would start trying to escape. The Warsaw Uprising shows us what happens when polish people started to fight. They inflicted a lot of casualties.
In a sense the German system of concentrations camps tried to bring order and make the exploitation of the jews for labor and money easier all while avoiding panic.
I finished a book you guys love, Bloodlands by Snyder. I don't understand how the Nazis could have an extermination program and fail so badly to eradicate the Jews. For example, they couldn't even manage to control the Warsaw ghetto by 1943 (two revolts in warsaw, not just one for the uninformed).
Why would they even have a ghetto? Why wouldn't they just machine gun the population? In addition, a lot of the camps used carbon monoxide from running engines, a ludicrously inefficent process in a country low on gas.
I don't understand why the SS just didn't massacre every Jew within a much shorter period of time. One man in the Red Army shot what, ten thousand Poles in a few weeks? Why wasn't the SS anywhere near as effective?