The differences between loose leaf tea and traditional tea bags (not to be confused with Quality Pyramid Tea Bags) are vast. The leaves used in most supermarket tea bags are mostly low quality, often damaged physically and very dusty in appearance and taste. In contrast, the tea used in Pyramid Tea Bags is the same quality loose leaf tea, only packaged in a more convenient form factor.
Essential oils, aroma and flavour are qualities that you should be aiming for in your tea, and supermarket tea bags just don't satisfy that requirement. The resulting cup can be bitter and lacklustre in flavour.