There is very common notion that students are to complete their Masters before applying or starting doctoral degrees. MS, Ph.D. are all clubbed together as graduate studies. You may apply directly for a doctoral program after the completion of your BS degree. However, you will notice most doctoral degree holders also have an MS degree.
The most common reason for that is while fulfilling the requirements for the doctoral degree, a student will almost always complete what is required for an MS. There may be an extra exam or a project they will have to complete, but that is not much when you know you can get an additional degree to your name. Another important thing to note is departments often feel obligated to award some sort of funding (scholarships or assistantships) to their doctoral students. This is because a department typically benefits from the research accomplished by their doctoral students. It is a nice win-win situation for both the student and the department. Yet, another reason to enroll in a doctoral degree.