If both ships are docked together then there is no reason to keep shutting the airlock doors so it makes no difference whether you use an airlock or a bay door other than the size of the door. Some ships by convention have loading ramps, but there is nothing in the rules that makes that a thing, you can't buy it as a component.
When planet side in a benign atmosphere you don't have to keep cycling the airlock, you can just open both doors.
You might want to tranship in a hostile environment (smuggling for example). You might just want a door between you and the other party of the transaction rather than letting them into you entire cargo bay. Plenty of reasons, and once you have one, you probably wouldn't bother with other sorts of cargo door.