The circulatory system transports nutrients and blood cells to and from cells throughout the body. Blood is oxygenated in the lungs then sent back to the heart to be pumped to the rest of the body in blood vessels. The types of blood vessels include veins, arteries and capillaries. Veins carry blood to the heart while arteries carry blood away from the heart. Oxygen diffuses into the cells directly from the capillaries.
RNA molecules are produced in the nucleus of our cells and can also be found in the cytoplasm. The three primary types of RNA molecules are messenger RNA, transfer RNA and ribosomal RNA. Some RNAs, known as small regulatory RNAs, have the ability to regulate gene expression.
Well the DNA is located in the nucleus of the cell, here RNA is transcribed but protein is not translated. After transcription the RNA is relocated to the of the cell, here it is translated into protein. So the separation of nucleus and cytoplasm prevents protein from being made directly from DNA. But there are other reasons why RNA is made. I will name a few, but not all (there are so many).