There's a lot more to managing planes in bad weather than landing them: you can't exactly fly through a thunderstorm.
Furthermore, sometimes go/no-go decisions have to be made a long way out. If it looks like there might be lots of thunderstorms near your destination, it's sometimes prudent to divert immediately rather than risk being near an airport with weather too bad to land AND low fuel.
A great example is a youtube video by stevo1kinevo: he's flying a TBM 850 (fast turboprop) from Florida to Boston International. While checking the weather enroute he decides the chance of storms near Boston is too high, and with the complexity of getting in and out of a major airport, he decides well in advance to divert to an airport on Long Island. This sort of stuff happens all the time and is the very definition of good airmanship.