S1 - What's the point of sending a bomb through in the first place?

If you don't want anyone to come through, destroy the stargate on Earth. Not only will that ensure that baddies won't come through from other stargates, but you'll know when your efforts have actually succeeded. Destroying the stargate on the other side destroys just that portal.

In Ep. 1, someone suggested burying the stargate like the ancient Egyptians did. O'Neill said that wouldn't work, because now the aliens knew how powerful they were and could just travel to them "the old fashioned way" (nevermind this would take millions of years, seeing as the two worlds were at opposite ends of the galaxy). But even assuming this makes it pointless to bury/destroy the stargate back home, why send the bomb through? Wouldn't that just piss the aliens off? Besides, even if the stargate is destroyed, the aliens built the stargate in the first place - couldn't they just build another? So what's the point?