Being able to loud you own rounds has a lot of benefits. For instance...
An old timer taught me how to make and use paper patched rounds when I was a teenager.
He showed me how to cut the paper and wrap it around the bullet in the correct direction so it would tighten as it traveled down the rifling of the barrel.
I can't remember the calibers involved but he could effectively use smaller rounds in a very large caliber side by side "Elephant" gun... And the rounds were pristine and unmarked by the rifling in the barrel.
He had a water trap setup at the back of his own range on his property in the country.
His gun looked like a 12 gauge shotgun but fired large caliber bullets instead.
I saw Pete Postlewaite caring a similar gun in the last Jurassic Park movie.
RIP Peter.