In James Cameron's Avatar, it is explained that the whole point of the Avatar program is to make it so the humans look like the Na'vi so they will trust them. Selfridge says as much:
Look, you're supposed to be winning the hearts and minds of the natives. Isn't that the whole point of your little puppet show? If you look like them, if you talk like them, they'll trust you?
And yet we see from Jake's encounter with Neytiri and later the tribal leaders that they all instantly recognize him as one of the "Sky People" and because of that, they don't trust him.
So what is the point of having the Avatars then? If the natives know they aren't real Na'vi anyway, why not completely abandon the project and save the considerable amount of time and money by just approaching the Na'vi in their humans forms?
It can't just be about the Avatars being able to breathe the planet's atmosphere since the humans also have breathing masks. I'm sure making more efficient, less intimidating breathing masks and approaching the Na'vi wearing those is far cheaper than the Avatar program. And you don't need twin brothers if someone unexpectedly dies!