Why is JWE better than just encrypting content/payload with RSA/HMAC?
HMAC would be "signing" (not technically I know) but it's not encryption, it's ensuring integrity and authenticity. RSA in the context of JOSE would be either public key encryption key management (encryption for a recipient using a "wrapped" random content encryption key) to achieve confidentiality, or digital signatures (integrity and authenticity but not confidentiality).
What using either of the protocols will do over just barebones encryption is that it ensures you won't end up with unauthenticated encryption. JOSE and PASETO always ensure integrity in their used cipher (or combination of ciphers).
You can find plenty of polarizing opinions on PASETO and JOSE, in the end it boils down to what you prefer for your service.
You can achieve everything PASETO can do with JOSE. PASETO has public tokens (signed) using RSASSA-PSS, ECDSA, and EdDSA - JOSE does too. PASETO has local (symmetrically encrypted) tokens using AES and XChaCha - JOSE does too (former always, latter not yet registered and widely supported).
OTOH you cannot achieve everything JOSE can do with PASETO. JOSE supports encryption for a recipient using their public key. PASETO on its own does not - that's what PASERK, an independent - rather new protocol with very lacking library support, from the authors of PASETO, is for.
It sounds like what you want to do is symmetric encryption. Using either of the two protocols it boils down to whether you want cryptographic agility (JOSE) or not (PASETO) and whether there's existing library/module to use for the languages you intend to use.
I've implemented both JOSE and PASETO in their (almost) full specification for javascript runtimes.
Edit covering the comments in the original questions:
We just do not see any benefit of using JWE
The benefit is confidentiality. A signed payload anyone can decode and read. An encrypted one only the intended recipient can. You should make up your mind whether you want just authentic and integrity protected tokens (that's JWS or public PASETO) or confidential ones (that's JWE or local PASETO).