Once I finish my PhD, can't I directly apply for Essential Skill Work visa if I have a job offer (If the job is in skill shortage list, which is my case, the employer doesn't need a labor market assessment). What difference does the post graduate work permit and essential skill work visa make for such situation?
Yes, you can. You're not obliged to apply for a post graduate work permit just because it exists!
Many people are glad to go for the post graduate work permit if they HAVEN'T got the offer of a fully skilled job yet when they have just finished university. It gives them a bit of time to find an offer that will let them stay in NZ. But for someone who straight away has a skilled job offer, there is no reason not to get the Essential Skills visa directly, which will allow them to start work asap and not keep the employer waiting too long, and get their Residence afterwards.
And another point is, if I am on a student visa, if I get a job offer (as my previous education qualification is accepted without any assessment) while I am studying, can I apply for work visa if I don't want to continue studying anymore?
Yes, you can.