The firearm itself is only one part of the equation for performance at the range. The ammo that the gun is firing also matters, and even a relatively small change to it can lead to a big boost in performance. Most stores will only carry the most common loads, so people who want to adjust their weapon’s performance often need to load their own ammunition so that they can get the results that they need. Getting it right often takes quite a bit of trial and error, but the results are worth it for people that want to perform at the top level.
The supply of ammunition can be irregular, especially for rarer calibers. Loading your own ammunition will give you the opportunity to stretch your supply because reloading supplies are usually fairly easy to find. You simply collect your brass after you fire, replace the internal components, and use it again. That can keep you shooting even when the local stores are out of ammo, so it is a valuable skill for regular shooters to have.
Ammunition can also be expensive for people who shoot frequently. Most of the cost of ammo comes from the labor and the cost of replacing the brass. Loading your own ammo will allow you to do the work yourself and reuse your old brass, so it avoids the vast majority of the cost of buying ammo. It isn’t quite free, but most people can easily stretch their shooting budget by investing in reloading supplies. Since reloading can be a fun hobby on its own, it also provides a chance to spend even more time having fun with your tools without spending any extra money.
Mining is terrible for the environment, so anything that can reduce the demand for metal will do a lot to keep the natural world in good condition. You can help with that by reloading your own ammunition and recycling your brass. That reduces the demand for new ammunition, which in turn reduces the amount of metal that ammo manufacturers need to buy. You can do even more good by recycling brass that other people leave at the range if the facility is willing to allow you to collect it.