skip the rollover IRA, you can convert to ROTH directly.

Rollover IRA is used to rollover fund from old 401K to new 401K when there is a break in employment. 

Imagine you left your old job and had a period of unemployment.  You can transfer your old 401K to a rollover IRA, and when you find a new job, you can transfer fund from your rollover IRA into the new 401K.  

Without Rollover IRA, you can only transfer 401K to traditional IRA, and cannot transfer it back to a new 401K plan. 

In reality rollover IRA is not that useful.