why do they use diesels to run generators to power electric motors to turn the screws?
Not all do. Many ships have propulsion diesels which are connected to the shafts via reduction gears (a transmission, essentially). Those are typically some very large diesels, which take a lot of space. Since electric motors provide tremendous torque, smaller diesels driving generators can provide a lot of power using up less space. However there are other important factors to consider - reliability and power options. With diesels that are directly driving the shafts, if the diesel breaks down you are screwed.<ahem> With shafts that are driven by electric motors, you can power the motor with another diesel by electrically switching to it. So you have a more reliable propulsion system since you have several options to turn the screws. Of course, since azipods are suspended under the hull the direct diesel drive is not possible.