D.i. boxes are for impedance matching. Microphone inputs typically have a low impedance, and if you plug an instrument that has a relatively weak output into it the result can be a dull signal. It’s especially true of guitars.
So, a d.i. box has a high input impedance which gives instruments the electrical load they want to see to perform well.
Your interface has an “inst” button on each channel, which does the same job - it increases the input impedance. So a D.I. box is not necessary.
However, all D.I. boxes don’t all sound the same and some built in interface d.i. inputs sound a bit rubbish and clip very easily. So you might find the standalone you bought sounds better (though in the scheme of things it’s a very cheap d.i. )