Pressing makes a denser and more durable grain. It allows you to fit more BP into a smaller area. Those are the advantages.
My unpressed powder, since it's less dense, takes up more space for equivalent weights of pressed powder, an example a 50 grain spout throws 46 grains in weight of GOEX. The same spout throws 37 grains in weight of mine. This is good since I don't shoot max loads anyway and 37 grains of my powder is as powerful as the 46 grains of GOEX.
I can fill my .45lc cases to the top with my BP and seat a bullet to compress the powder. In weight, it's about 27 grains of BP, perfect really. Using GOEX would give me just about 35 grains. 35 grains is a heavy load in a SAA, but to back it off, you need wads or fillers. With my less dense powder I need no fillers.
I've tried dust straight from the mill, it fires fine, but is messy and hard to deal with in a powder measure. Granulating it is easy.
Also, I think the lower density grains allow the BP to burn up faster which yields more initial pressure, which should mean more accuracy.