It's an honor thing. Covenant fleets were primarily led by Sangheili, who have a very strict honor code. Killing your opponent without giving them a chance to retaliate goes completely against that code. Also, ground combat was required for the retrieval of Forerunner artifacts and elimination of ground assets that could pose a threat to the fleet.

They typically only did this if there was something on the planet they were after, like Foreruner ruins, but sometimes they did this because the more honorable Sangheili commanders felt merely glassing the planet without engaging in battle was dishonorable.