Matt, I've often wondered the same thing. I'm sure there are some situations which might call for a different selection of NDs or other filters, but I have no idea how often those situations would come up.
I keep a 3 or 4 stop ND permanently mounted on most of my lenses. The C100 Mark II has more latitude at 850-5000 ISO than it does at 350-800. Even in a well lit room you often can't shoot above 850 when your f-stop is wider than 2.8.
This gives me a full 9-10 stops of ND if I go outside and need/want to shoot with a shallow DOF.
There is one very important situation where my variable ND is better than the built ins: Doing an outdoor interview where the clouds keep coming and going. That way I can roll the exposure where the audience doesn't notice. If I were to use the wheel on the handgrip the audience would see click stops. Otherwise I would not use the variable ND, I'd probably forget to take it off when I do the interiors.