Lots of character (flavor) is lost with many foods when they are very cold. Cooler whiskey goes down smooth, 0 C whiskey has lost most of it's flavor (especially if you're the kind of person who spends obscene amounts of money on small amounts of whiskey).

Room temperature on a cool day is what many will say is the 'right' temperature, but there is no right or wrong, despite what many questionable experts will tell you.

so why do we put ice in whiskey? When just directly chilling the whiskey produces a much more desirable effect?

Control, simplicity, preference.

Nobody is going to agree that X is the best temperature for every whiskey. Whiskies and drinkers are all different. Room temperature whiskey and ice give the most control with the least complication.