@Melonlity -- There are some very good reasons for getting a formatting program that is different from the one provided in your operating system. Some formatting programs will completely erase data from a disc that you are formatting. That is handy if you are worried about privacy. It is not uncommon to transport files on a USB drive and some of the files on those would be valuable if they fell into the wrong hands.
You've also got some that will encrypt data and do all sorts of nifty tricks. The built in formatting program will be fine for most people, but there are some who need something with a little more firepower.