Market makers place orders directly on the order book, but if they get filled all at once, it can suddenly create an unhedged exposure. RFQ gives market makers time to assess whether the current order is reasonably priced and decide whether to execute or adjust the order. It’s similar to futures—market makers don’t actually place large order sizes. If users place large market orders directly, they’ll suffer from slippage. The RFQ mechanism helps reduce slippage (though because futures have good liquidity, this feature is rarely used). For options, due to the increased complexity of market making and lower liquidity compared to futures, RFQ is the primary method for executing large option trades.