I think it's more of a personal style question than taste.
If you're happy with the grist you get from your supplier, you use the grain fresh and you like the results there's not enough difference in flavor to buy a mill. A mill gives you flexibility and spontaneity.
I admit there is cost saving in buying bulk grain but you have to buy a lot of grain to pay for the mill. Add to the cost of mill all the upgrades you will inevitably do, like a drill because hand milling is a pain, a better milling table design, a motor and drive system since the drill keeps burning out, dust collection, a larger hopper and the list can go on and on (in my house at least).
My reasons for buying a mill were more around control and my own view of the "cool" factor.
When you get a mill, you start buying base malt in bulk. Do you have space to store 55lb bags of grain? I have the space so it works well.
I love being able to decide to brew today and have grain on hand. It is also useful to adjust the crush to achieve better efficiency and/or adjust to different size kernels.
I also get some satisfaction from people who see the mill and react with some version of "Wow, you brew all grain?" 8^)
Having a mill is a great addition to your brewery but I've given up trying to justify (to myself or SWMBO) that the cost will be paid back in some way.
For example I'm starting to consider buying one of the all-in-one electric brewing units because I'm tired of always needing propane and brewing in 10 degree weather. The cost of the unit will never be recouped but it might be a fun part of my hobby.
IMHO - of course.
Paul