Seriously, it really is all about what you seek in your shooting. Some handguns absolutely will shoot a particular bullet style, weight or construction more accurately than it will some other kind. If your goal was to put holes in paper and you really place a priority in how small that group will be or in how close you can put them all in the center, it makes genuine sense to select the bullet that helps you in that endeavor. When I take a Model 52 to the range, I use a soft swaged hollow base 148 grain bullet in the ammo that I'm using. Could I use a cheap 125gr plated slug that costs less? I'll bet I could make a 52 operate around such a bullet, but I don't wish to do that, because the HBWC is going to perform for me, removing the doubt and leaving the rest to my skill.
This one is too funny to let it sit.
If you had such a heavy, long, grueling range day planned that you were going to shoot ONE THOUSAND ROUNDS of .38 Special, and you shot only 158 grain ammo, that would be a very heavy bucket to carry.
So two weeks later, when it is time to do exactly the same range day over again and your bucket is jam packed with ONE THOUSAND more rounds of .38 Special but this time you decided to spare your aching back and you instead loaded 125 grain bullets...
...your effort saved you 4.71 pounds.