Exactly. Without an MRI first, they're pretty much stabbing blind.
A guided biopsy (my understanding, from what I had) is an MRI scan first, to identify the size & location of any suspicious lesion(s).

During the biopsy, they overlay the MRI scan with the live ultrasound, so they can target the areas of concern.
Once they've divided up the area into squares & know what parts they want samples from, they just sit there & play Battleship with your prostate.

You sure it was a doctor & not some biopsy salesman or something?

* Edited to say... the biopsy may not be as painful as you're imagining. For me, it was more a dull discomfort.
Also, the biopsy is the definitive way to identify any cancer there, so if you want peace of mind, it's probably worth it.

An MRI is definitely becoming more common before a biopsy.

Sounds like an old fashioned urologist planning a trans-rectal biopsy; there’s a higher risk of infection with these and many times they MISS areas of the gland that have cancer.
May I suggest a different urologist?