its no longer about "saving $" to load your own, much like doing it for rifle shooting. Its even more so that way with inflation on components and the extreme cost of shot now.
Having said that its still worth it to me IF you can get all the components on the cheap somehow (hulls, powder, wads, shot cards etc). The MAIN benefit to your own is you control the QC of every round. You know all the components are exactly the same vs factory where they can change power, wads or other components without publishing it or heck they can even discontinue the shells.
You can also somewhat play with the load to try and maximize it in your gun/choke combo like less buffer or less powder or even hull slit depth. You can build a trap and collect the shot to keep reloading it. Plus just has a different feel when you shoot birds with your own shells. Now I will say I dont see a benefit to doing it for 12 gauges personally with all the options of factory loads there.