There are many reasons why an artist might wish to get involved with raw pigments. A handful of such reasons are given below...
Taking Control
Raw pigments have some appeal to the sort of artists who wish to have ultimate control over their materials. By grinding one's own paint, it is possible to ensure that no additives or fillers are included, other than those the artist chooses to include.
Working with Egg Tempera
For artists working in tempera, powdered pigments are the default option, as the pigment needs to be ground and combined with fresh egg yolk on a frequent basis. (One of the beauties of a tempera painting is the purity and brightness that remains evident in the pigments used).
Historical Authenticity
Another good reason to experiment with raw pigments is that a number of the historical pigments used by old masters are no longer available commercially as tubed oil paints. Often this is due to concerns about such matters as toxicity levels or a lack of permanance, which have led to the colours being replaced by modern, synthetic pigments. But for conservationists and others wishing to follow faithfully in the footsteps of old masters, it is still possible to grind one's own paint using the original pigments.
Enjoyment!
Finally, there is the pure sensory pleasure of working with raw pigments. Although I frequently buy my oil paints ready-tubed, I would urge anyone with a love of colour to experiment now and then with grinding some raw pigment into paint. It is hard to describe the rush of joy that one can feel when staring into a little pile of powdered pigment on a glass slab!