The key and the message are independently just random data and don't reveal anything about the content of the original message (except it's length).
It is a pretty rare case where we cannot transmit messages securely but we are confident that we can transmit two messages and not have them both intercepted.
If on the other hand you can securely transmit keys that are as big as your data, you could of course just transmit the data itself.
As such this is a starting point in understanding cryptography rather than a practical application.
I think, please tell me if I am missing something