I grew up fishing freshwater. Mostly Walleye on Lake Champlain, dragging worms on the bottom. Last couple of years I started buying my own surf gear and learning to fish for stripers. I have always simply bought line and wound on my reels and have never had a problem.

What is the advantages of having a tackle shop wind the line on your reel for you?

sorry if this subject is a dead horse here - I am just curious if I am missing out on something.

IWAK, obviously, putting line on reels does not require a brain surgeon. But, there are techniques to putting it on that will prevent future problems especially at the most crucial moment. Mono is a lot more forgiving than braid when it comes to spooling. Braid can cause problems if it's not spooled evenly and under good tension. You also apply the line a little differently for conventional vs. spin because of the revolving spools vs. fixed. I made my own spooling station with a small variable speed DC motor and spring loaded tension retainers for the bulk spools. I would suggest that if you're new at the game and are not really sure whether you've done it correctly or not, spring for your local tackle shop to do it for you until you get a feel for what works best.
I think you'll find that most people here probably spool their own.