Why must the pilgrim bring pebbles to stone the devil, when they are available at the stoning site?

Throwing the pebbles (rami al-jamarat) is one of the obligations of Hajj. It is permissible to collect the pebbles from any location, as there is no disagreement among scholars on this matter. However, some scholars deem it preferable to collect the seven pebbles for Jamrat al-Aqabah from Muzdalifah, so that the pilgrim is not preoccupied with gathering pebbles instead of performing the throwing ritual upon arriving in Mina.