The original question was "Why a wad?" The answer could only be convenience, quicker to load and less mess. The only drawback is it takes up space in the cylinder. If you want to get in the max amount of powder, the wad takes up valuable space.
“A man who opens a case in hunting camp and lifts out a single-shot BP rifle makes a statement about himself. It may be quite unconscious, or it may be pure egotistical one-upmanship, but it does project the image of a superior marksman and a hunter of above-average skills.”