Simply because it is much healthier which is the priority one issue for most people. Here is the reason:
Cold pressing is a process of extracting oil from seeds and nuts under pressure through screw device which does not need to apply any heat or chemicals and as result retains the most of aroma, nutrients, vitamins and flavor of the oil. They are more delicate and should be kept in dark place.
Compare to other methods such as heat which will oxidize and degrade the oil the quantity maybe lower but the quality is much better. Quality vs quantity this is what matters.