Reasons to want them, as well as "primer capsules", which use small p/r primers:
Improved, reliable, consistent ignition. Primers are hotter than caps. All of the ignition fire goes forward into the combustion chamber, carrying previous ignition residue w/it.
Primers are closer to the combustion chamber. Improved lock time.
Primers don't fall off.
No cap shrapnel or nipple blowback. No burnt stock wood. No eroded bluing.
Little or no powder residue at the breech. Less mess to clean up.
Tuning: Lock main-springs can be lightened, since there's no blowback. This is especially useful in revolvers.
Availability of primers.
All of the above apply to revolvers too.
Kindest Regards,
Doak