as i mentioned before, I do rollover reloads. Especially at the range. It may not be "proper", but it's faster for me so it's proper for me. If there isn't a heat shield in place, I'll NEED to be wearing gloves. Sometimes I forget gloves. I don't know about you guys but my barrel will heat up too hot to the touch after one tube full of # 8 shot!
Second, it adds weight to the gun. I like a little added weight to a gun and feel it really soaks up recoil.
Yes, it does look cool when done right, but that's 3rd in importance here. I've heard the ATI walks loose really easily and scratches the barrel. But again, that's what I've just heard. I wouldn't be adverse to a permanent or semi-permanent install on an old 18.5" barrel in order to ensure it stayed put.
I should also mention the next Wingmaster I convert is going to be pgo. So even if I wanted to load "proper", it wouldn't be that feasible. Holding a pgo out one handed (like a pistol) feels awful. As a habit I always flip the gun over, grasping it where the barrel meets the receiver with my forend hand, and load shells with my trigger hand. The nicest pistol-grip only gun I've ever had was an 870 Wingmaster, and I attribute a lot of that to the added weight.