I can't help but relate to your confusion ... I felt the same whae I first worked with handholes ... but it comes down to this: different environments require different techniques. "In the ground" is a different environment from "in the rain" or "subject to damage," or "indoors."
There are also no waivers granted to the laws of physics.
Start from this point: stuff in the ground WILL get wet, and WILL get stepped on. Now, let's figure how to deal with these facts.
First, use stuff that won't rust, crumble, or corrode away. SO degrades quickly in even slightly alkaline soil, so we can't use it. Water + air + iron = rust, so even steel isn't enough near the surface. Romex isn't very rock or shovel resistant - better think "UF."
Now, for the wire .... do you want to use something whose "rust" is an insulator - or a good conductor? Copper oxide is a pretty decent conductor; aluminum oxide isn't.
SO ... we've settled on plastic pipe with copper wires in it. What are we to do about junctions?
Since you'll need to reach down into the hole - remember, you need to BURY the pipe, so a small box on the surface won't do - our "box" needs to be large enough for your arm to enter. Maybe both arms. Since, when you're not working on the wires, that box will be walked on, mowed over, driven on ... the box needs to have some strength. It also needs to be held in place.
The boxes are held in place by the earth around them - note the flanges, or tapered sides some have - as well as that gravel under them. Any weight applied to the cover gets transmitted to a large area of the ground, so the box stays in place.
Sure, water will enter. That gravel also helps the water drain away. Remember, water will find it's way IN ... let's make sure it has a way OUT. Now all we need to do is seal the actual connections against water.
We do this with various splice kits, or connectors.
