[TCP/IP] Why is it important to establish connection?

I am reading the TCP/IP model and I am seeing there are layers some of which establish connection before doing any data transfer. Some don't.

Why does it matter? If the TCP layer can do things reliably then where does establishing the connection fit? I mean if it is about setting an initial seq. number then you can always to syn-ack-syn-ack without having connections.

Now if it is important then why not move it down? Move it to data link layer. Lets count segements and add relaibility there.

Also, what does a "connection" really mean here?