This has to do with how blockchain projects started issuing native tokens with different functionalities. The ERC-20 standard that is widely and commonly used nowadays was not a thing when ETH first came into existence. As development progressed back then, projects needed interoperability across blockchains as well as rules/regulations for how these tokens would work thus WETH was born. It was made so ETH which couldn't be used would now turn into an acceptable ERC-20 token that could be used within these projects functions such as bidding in this case. Hope that makes sense!

To add up to what Becoming wrote below, I would just state the obvious thing that weth does not incur any gas fees (except for first approval; of the token on Opensea, Uniswap etc..) for the bidder but when you do accept the weth bid on OS that will be a transaction that will be paid by the one accepting the bid. The only way for both sides to avoid the gas fees is if the seller launches a time auction with a reserve price. ​ In that case, the gas fees are paid by OpenSea. ​ See below for some more insight into interoperability
https://coinmarketcap.com/alexandria/article/eth-vs-weth-what-s-the-difference https://tokenizedhq.com/how-to-accept-offer-on-opensea/

Marketplaces like Opensea have no way of transferring ETH from your account on your behalf while you're asleep and the offer gets accepted. That transfer is only possible for ERC20 tokens like WETH, and only after you have granted Opensea approval to spend your WETH.