The need to load at the range depends on your accuracy goals. If pretty good is good enough, it is not necessary, unless you want to find a load in a short period of time. On the other hand, short range CF benchrest competition is all about doing what it takes to win...within the rules. In this situation, being able to change one's load, if it is not working, is a great advantage. There are also advantages for those who do not compete. My friends, who load at home, use up a lot more time, fuel, barrel steel, and reloading components to find a load than I do, loading at the range. It is simply a fact. On the other hand, most shooters are not comfortable doing something that they have never seen done, even if it has been demonstrated that it works.
For example, I remember one time when a fellow asked me why he was seeing a distorted image through his high magnification variable scope, after firing a few shots. I laid something over his barrel and had him look again. He agreed that that fixed the problem. At that point I explained that that is why benchrest shooters use mirage shields, pointing to mine. I offered to make him one, using a discarded target, and some masking tape, but I think three things held him back. None of his other acquaintances used one, he didn't want anything that looked so crude on his rifle, and he was not comfortable with doing something that made him look different. Fine fellow..I always enjoy his company. He gets to do it his way. I wouldn't have it any other way.