I can think of no reason to use a bookie.

Possible reasons:

1. Even though it technically isn't against the rules to bet on non-hockey sports, you don't want to risk the publicity of betting through more above-board means.

2. You have a bookie that provides betting lines you can't get from mainstream bookmaking operations.

3. You're getting better odds from the bookie than mainstream bookmaking operations (that is, you think you're more smarter than the bookie than you are smarter than the more massive bookmakers).

4. Despite the legal avenues for gambling you're hoping to hide the profits/losses from the IRS (not legal, but a different kind of scandal).

5. You're able to place bets in size and quantity with a bookie that you can't in more mainstream avenues (I know, unlikely).

6. The bookie is an old personal friend and you like to see him get his cut.

I have no idea if anything of these are correct but I can think of lots of reasons one might use a bookie anyway.