You have no idea how many times I see people post on Facebook about this beautiful session they just had and go into to detail all about it and share the photographs but then they don't lead potential customers back to their website. The Facebook post just says, "contact me." Okay, that's fine, but I want to see more. I guess I could look through the rest, but I could easily be distracted by Facebook messages and other people's posts.
With the website, they are on your site, looking at your work and nothing else. You are why customers are there, and now you have them in your funnel of decision making. They can look at all your past work, look at pricing and plan ahead for when they want to book you.
When using social media you always want to include a link to your website. The more people you drive to your website, the more exciting it seems to Google and therefore they're going to rank you higher. You're also getting customers to focus on you and how your services can be useful for them.