Reasons to reload:

1. Improved accuracy.   Even guns of the exact same model may not perform the same using the same lot or even box of ammo.  Hand loading allows one to tune the load to the gun for optimum performance and consistency.
2. Reduced cost.  Shooting is expensive.  Especially if one shoots a lot.  Most folk who shoot competitively reload.
3. Custom loads.  Not all calibers have commercially available loads appropriate for certain sports or field game.  But custom loading allows a gun with marginally suitable caliber to be used outside it's normally accepted purpose.  Example: a 110grain hollow point in a 30-06 for varmints.