I guess one benefit is you can put more of a particular spice in if it lost its zing.
I'm speaking from someone who uses ground spices in jars/bags, I typically don't use fresh (apart from nutmeg).
Same with coriander, cardamom, anise, cinnamon, dried chilis, etc.
roasting them whole and grinding them before use brings out the flavors since most of the essential oils have not evaporated.
It probably explains why I pour a few tablespoons of cumin in everything (apart from it being great).
Keep them in cool airtight containers in the dark. Only buy enough for a few months, many lose their potency by about 12 months or so. (It varies)
Avoid buying them from supermarkets and other big-box type stores. If you have a local asian supermarket, they probably sell a lot fresher and better quality stuff. If you don't have one, you might be able to order them online instead.
Grinding/roasting your own is better, but if that's too difficult a good asian supermarket will have pre-ground stuff that's also pretty good.
Like coffee beans, they lose their potency faster once ground.
The other benefit is that it’s obviously just going to taste better, or at least more the way you prefer it, if you make it yourself. Maybe I’m a weirdo though, because I don’t buy any pre-ground spices aside from chili (which keeps really well), and turmeric (which - in powder form - is used more for color than flavor).
I really like curries, but it's one of the dishes I haven't made much effort to do properly at home yet (my recent Japanese curry doesn't count because they use English-style curry powder).