Running spliced 110 ac electrical wiring over foam roof

I see that my electrician is pulling wire from inside house up to roof then cutting wire. Next he plans to splice more wire through piping on the roof to the new 200 amp circuit box.  My question: Shouldn't wire not be spliced on roof but instead run up through walls to service box as one continuous wire?
See photo of my roof before splicing and adding protective metal piping...