In part, because I have a good supply of wheel weight lead that I can cast & use for plinking & hunting out of state. Also, we can't hunt with lead here in CA so I use cast bismuth for hunting, which doesn't expand at all. Haven't hit anything with them yet, though. Then there's just inherent curiosity. Meanwhile, the collective experience of this board is a great resource. I'd be an idiot to not tap the experience of others before trying something new.
The only deer I've shot with a muzzleloader was with a Thor conical (hollow point). At about 70-80 yards, the bullet zipped through, leaving a .50 entrance and exit. I finished him at about 10 yards and recovered the bullet. It expanded perfectly but failed to pass through.
Based on what I've read so far, it would seem that roundball from pure lead is subject to the same issues as a HP pistol bullet -- drive it fast & get expansion but less penetration. Slow it down and it will penetrate without much expansion. On that jug test, it would have been good to drive that roundball to around 1900 fps a few times & see what happened.