Think about how the same question would apply to other instruments:
Why would a fiddle player retune their strings to play tunes in a different key (e.g., tuning strings down to play with a flat set of pipes or tuning strings up a semitone to play with an Eb flute, both of which are common practices) when a fiddle can play in any key?
Likewise, why would a guitar or bouzouki player keep moving a capo around the neck while backing tunes when there are so many chord voicings possible for any key anywhere on the neck?
Paddler already pretty much answered the question: if you already know the tune backwards and forwards in a certain key, say, in D or G, trying to play the same tune in Eb or Ab is likely not worth the ridiculous amount of effort or frustration required, even though it CAN be done, and I’ve personally heard stories about two different very talented flute players showing up at Eb sessions with D flutes and absolutely blowing everyone else’s minds.
Most–but certainly not all–flute players with 6-8-keyed flutes tend to use the keys only for the occasional accidentals that creep up in Irish tunes. They may grudgingly humor fiddle players who love to play tunes in A and give their pinkies a workout on the G#. Likewise, they may explore tunes in keys like G minor if they’re feeling adventurous. Paddy Fahy tunes can be a dangerous gateway drug in this regard.
I’ve owned a keyed flute for more than 20 years, but it’s really only in the past couple of years that I’ve gone much beyond using more than the occasional F natural or G sharp. I recently learned a few tunes in F and G minor from old Scottish collections, and they’re absolutely gorgeous and fun to play, but they’re also on the slower side. I couldn’t see myself busting out with fast reels in F or Bb on my six-key D flute at a session any time soon.
For some players, the deep tone of a lower pitch might be enough of a reason. Playing with certain instruments on a regular basis is often another reason. These days, most any flute player who plays with Highland pipes in a folk band setup will need an Eb flute since the pipes will likely be set up with a Bb chanter, but both musicians will be playing tunes written out in an A mixolydian scale transposed up a semitone.
As for flutes in F, there really aren’t that many practical reasons I can think of for owning one; they’re just really fun to play… And the guitar or bouzouki player can always reach for a capo.