I will just preface by saying I am pretty new to this, so bear with me... 
I see that the Zenmuse has a video connector for FPV, but it doesn't actually have the TX stuff correct? That must be purchased separately? If that is the case, what is the purpose of the video connector going through the Zenmuse vs going from the GoPro directly to the TX?

I see that the Zenmuse has a video connector for FPV, but it doesn't actually have the TX stuff correct? That must be purchased separately? If that is the case, what is the purpose of the video connector going through the Zenmuse vs going from the GoPro directly to the TX?