In some special instances, yer forced to load cartridges that aren't commercially available. For example, .45-70 black powder paper patched bore rider bullets. They'd be difficult if not impossible to be offered over the counter because they need to be created with a specific chamber and bore in mind, as well as special tin:alloy slicks.
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The same could be said for modern long range smokeless cartridges, where a tailored load for a specific rifle is almost mandatory for top consistent accuracy.