Cause my dad did. That was about 1955. Now, and for the past fifty years the reasons have been, in sorta order, economy (a joke considering cost of equip and unnecessary stuff I bought), accuracy (some good, some not so), ability to get a load for something unavailable commercially, tailoring to a specific gun, and now, so I can keep shooting trap as factory shells are nonobtainium and I have a two to three stockpile of most components.
Pretty much the same reasons. My Dad started shooting Skeet and Trap when I was 9, and I was interested watching him, so he showed me how. I still load on that same MEC 600 Jr. Loaded 100 7/8 oz. Trap loads on it last night. When he bought an RCBS Jr. 3 metallic reloader not long after, I watched and learned.
When I bought my first rifle (at 14, from my aunt) I started loading for it, because it was a Rem. 742 Carbine. Factory ammo pounded it and me more than necessary, and I thought I could come up with a more accurate load, with less muzzle flash, than was easier on the receiver and my shoulder. Did a lot of research, and came up with 47. gr. of IMR 3031 and 150 Nosler Ballistic Tip for sight-in, and 150 Partition for hunting. That load killed several deer for me. The feeling I got from shooting my first deer was multiplied by knowing I had hand-crafted the round I did it with.
When I started shooting Trap, I could load essentially for free, because Dad bought most of the components, but I calculated the cost per box at $2.10, when factory AA's were about $4.50 (1978) I worked at the Trap range at the time, and practice rounds on days you worked were free. This means I shot, and loaded
a lot. I started buying most of the components, back then a gun shop thought nothing of a 16 year old walking in and buying a keg of 700X, a case of wads, and a sleeve of primers. I'd often pick up a pound of IMR 3031 or 4064 for rifle reloading. I used the 700X for .38 Spl. also. When my Dad moved down to TX in '96, he gave me the MEC and RCBS presses, and I promptly got rid of the Whack-a-Moles I had, except 7.62x54R, but I haven't used that one since I bought dies.
The MEC sat gathering spider webs, and I even tried to give it away at one point. Glad none took me up on the offer. When I got back into shooting Trap regularly, I pulled it out, went over it, and started reloading the AA and STS hulls I'd been buying loaded. It wasn't a huge savings, factory shells were $5 for promo and $6 for AA and STS, but the nostalgia, and ability to 'tinker' with different combinations made it worthwhile to me, as well as I've always enjoyed it anyway. On the metallic side, I never completely quit that, but buying milsurps made reloading more viable, and then I bought some bolt .223's, which I loaded up some nice hunting loads for. Then my son got an AR, and he shot that same load hunting. I got an AR, younger son got one, and I started building them. There was a hungry .45 to feed, and a .38 to load for too.
Of course, I've had to slow down a bit lately, components are harder to find, but SWMBO just bought me a jug of Green Dot, and I have 5 bottles of Ramshot coming from Hodgdon, so I can keep shooting Trap like Papa G. Not quite as
well, but at least somewhere near as much.