There's a lot of very good reasons:
1) Markup: pet stores buy from breeders or importers, and add in a profit margin. Do you want to pay that? Breeders likely wont give you wholesale prices, but you'll at least split the difference.
2) Quality: The best animals are sold by breeders. Do you want to buy "the king snake" at the pet store (which probably came from a breeder after the screamers were all sold) , or do you want to pick the nicest one from a clutch?
3) Knowledge: I've seen adult boas feeding on 1 mouse per week because rats were "too big for him". I ALWAYS see chameleons in glass aquariums rather than screen cages. I've been told captive-hatched means the same as captive bred. It goes on and on. I've been told that "oh yes...our 5 dollar anoles are captive bred". Do you want to support this? Can you trust the advice or information you get from them?
4) Humane treatment: imported animals are not always treated very well. Pet store animals are treated as expendable because medical treatment costs more than the animals are worth most of the time. In some stores even proper caging and feeding is too expensive. Do you support this?
5) Support a fellow herper: All other things being equal, wouldn't you rather find a breeder who is knowledgeable and reputable, and give him/her your money rather than sending it to the corporate HQ of some pet chain?
1 adult bull snake: "Dozer"; 1.1 juvenile bull snakes: Oscar and Phoebe; 3 baby red-sided garters; 1.1 macklot's pythons