The range I shoot at does allow loading on the line, but I prefer not to.
Because their benches which are suitable for loading from are at one end of the range, if that end is occupied I have no choice but to load from the shooting bench.
A few reasons I prefer to load at a loading bench and then cap/prime at the line:
1st, there isn't a whole lot of room on the shooting benches for my powder flask, powder measure (to transport the powder from the flask to the muzzle), balls, patches, short starter, range rod and telescope.
2nd, when loading one of my guns with a 42 inch barrel, the ceiling height won't permit me to use the range rod without tipping the gun at a 45 degree angle.
3rd, folks standing on the firing line loading their gun seem to attract a fusillade of empty cartridge cases from the semi-auto crowd.
4th, I usually take 3 guns with me and use a home support that clamps onto the "loading" bench to safely store the two guns I'm not shooting.
5th, After walking back and forth from the loading bench to the shooting line 30 or 40 times, plus 50 yards out to the targets several times, when I get home I can justify being too tired to mow the lawn. :: :: ::
I have had several instances of shooters complain about my loading at the back benches but they usually calmed down when I explained that the semi-loaded gun was not much more dangerous than a primerless cartridge. (They seem to identify with modern stuff better than with muzzleloaders.) I also point out that the muzzle is always pointed at the sky while I'm transporting it from the loading bench to the line.