There are a number of reasons why you might want to take physical delivery of your gold, instead of having it stored in a vault somewhere.
First, you have control over it and can do with it as you please.
Second, it's a tangible asset that you can see and touch.
Third, if there's an economic collapse or some other disaster, you'll have your gold to barter with.
Fourth, it's a good way to hedge against inflation.
Fifth, it's just plain fun to own!
Sixth, it looks great hanging on the wall.
Seventh, many people like to purchase coins or bullion and store them at home for safekeeping.
Eighth, you're not at the mercy of an unscrupulous storage company that may go bankrupt while holding your gold.
Ninth, by taking possession of your metal you increase its liquidity and marketability.
Tenth, by taking possession of your metal you decrease its cost basis (a measure of how much taxes need to be paid).
And finally, when you take possession of your metal, you will know exactly what it is worth at any given time since its worth changes according to spot prices.