Coated bullets minimize lead exposure both to the reloader and to the firearm. Although I have no issues with cast bullets, how many on this forum abhor the thought of running non-jacketed bullets in your firearm?
From an equipment standpoint, it eliminates the need for a lubrisizer and simplifies the sizing and lubing process. An old toaster oven and a Lee sizer die is about all you need.
You can dip lube cast bullets with the cookie cutter method, but that gets a bit messy (see picture below).
And how about all the pretty colors? You can color code your assorted loads, if desired.