"Seems easier and less expensive to just roll your own. What am I missing?"
Actually, HelloMD.com website has a great videos on vaping if you search under "videos" and you may want to review the video for the reasons people would rather vape than smoke, eat or spray their cannabis. I highly recommend the video and the website contains a lot of educational information so you may want to become well educated in this beneficial medication.
There are several reasons why people choose to vape rather than smoke. One is that when you vape you’re not burning the plant matter of the cannabis (leaves, stems, etc.), which creates undesirable carcinogens. This results in a less abrasive and potentially less damaging ingestion method. Another is discretion, as the odor released when exhaling vapor is much less noticeable than from smoked cannabis, not to mention that when smoking a joint flower is burning while you’re not even smoking! Vaporizing allows for much more regulated dosing with minimal unintended loss. Finally, cannabis concentrates are much more potent that flower, so a little can go a long way. Most flower is between 16-23% THC these days, but cannabis oil can range from 50% up into the 80% level, so you don’t need as much product to get a higher dose.
To cut down on the smell. The smell of the plant attracts attention, so when you vape marijuana, it cuts down the smell, but u get the effect you want.