You've basically answered yourself in your question.
It's an absolute pain to work with differential equations. By using the Laplace transform, the differential eqs are transformed to linear eqs.
In practice as an engineer, you'd use R, 1/sC and sL for impedances, or G, sC and 1/sL for admittances (depending on the circuit, it's sometimes much easier using admittance).
What's normally interesting for synthesis and analysis is not the impedances, but the transfer function, which expresses Uout/Uin or Iout/Iin or even Pout/Pin.
By working in the s-domain, you are not limited to sinusoidal signals, but can work with arbitrary waveforms. The step response is an example of a very often made calculation.
At the end, jw is normally substituted into the transfer function to get amplitude, phase and delay response.