Like you said: SPF and DMARC only authenticate the server. It's up to the server to authenticate the user.
Scenario: imagine your bank uses Mailbox.org to send emails. How would you verify that an email is legit? Any Mailbox user can send emails through Mailbox with your bank as "from" and all of these emails pass SPF and DKIM checks. Your mail server has no way to distinct a legit email from a fake one. This is why it's important that the server does this check (check that sender account and "from" match / are a valid combination).