My educated guess is that some ranges don't want reloads due to the "danger" factor. They also look to make as much profit as possible by forcing you to buy their ammo. Not many of these around that I'm aware of, but there are some.

There are a number of ranges around here with bans on reloads in South Florida. One that I shot at had a blown up revolver as their reason. Most here allow you to bring your own, along as its not steel core (the place I like best uses a wand like TSA to check your ammo, but they allow reloads).

There is a place nearby that I've never gone to that requires you to buy their ammo. It's why I don't go there. Also most of the places I've rented guns at require you to buy their ammo.