This is actually a very complicated topic, but to answer as simply as possible:
most really rare species you can't get grafted cultivars of, and you are even very lucky to be able to obtain seed. So obviously with 95%+ of species there's not much choice, you have to go with seeds.
Of the species that have been grown for long time and of which there are select cultivars, often the cultivars were selected 1/2 way around the planet and probably will not do as well at your location. So even there there's room for experimentation with seedlings to come up with cultivars better adjusted to local climates. This applies very well to fruits like rambutans, durians, lychee, etc. But these experiments are usually better done by nurseries or research centers. Unfortunately most usually don't bother, and so burden falls on individual gardeners making that "eureka" find.
If you have a postage stamp yard and only want to grow one mango or avocado i quess you would have to be pretty crazy to grow only one seedling mango, or one seedling avocado.
Oscar