I first shot Pyrodex when it hit the shelves back in the late 70's, before Dan Pawlak went up in smoke. As I recall it was promoted as providing more shots per pound and fouled less. Certainly it is safer to store and ship but I'd question whether, at that time, it saved a lot of stores that relied on it to stock thier shelves as blackpowder could be found in most gun stores back then. The first BP I bought cost me $2/lb, I remember as I took a bus downtown to Seattle's once famous Warshall's Sporting Goods advertising the sale price.
I don't recall magnum percussion caps back then, Remington seemed the most available at about a buck a tin. Ignition was fairly reliable provided one compressed the powder when loading. This being said ignition with Pyrodex wasn't as reliable as BP then, nor is it today without benefit of a hot cap or 209 type primer although I've not experienced any ignition issues when using musket caps.
I recently shot a fresh batch of Pyrodex Select and some RS I've had in storage for well over 20 years. I don't own a chronograph but at 50 yards loading volume for volume BP alongside Pyrodex my shots with the substitute printed lower, not enough to miss a broadside shot on deer sized game. Standard caps produced hangfires, so did magnum but not near as many, CCI was the brand. I figure to use my remaining Pyrodex in one of my muskets.
If all I could get my hands on were Pyrodex I'd shoot it unashamedly but my preference will always be BP.
Is it uncool to shoot Pyrodex? I don't think so, "Dance with the girl you brought" (or bought, in this case)