You're not necessarily missing anything if you haven't done a lot of machining. But if you have then you probably know what I'm getting at. Tooling requires space to work, far more space than is sometimes available in the workpiece. So complex shapes, especially shapes with a lot of interior work and lots of detailing on all sides of the workpiece are much easier to make as a casting than as a milled or turned piece.
Every time you take a piece off the machine you need to re-register it, perfectly. This is doable but requires a ton of work and can severely constrain your design, after all, you'll have to re-clamp it after changing orientation.
You can easily see this by looking at for instance the output of 3D printers and then to try to think about how you would go about making the exact same pieces using substractive processes. Plenty of times you'll find that this is super hard or even that it can not be done at all.
Of course, the reverse is also true: there are pieces that you can mill and turn but that you can't make using an additive process. For every workpiece there is an optimum set of tools and processes to make it, some workpieces have a lot of options and some have only one.
When the number of solutions is 'zero' or when you have only some tools available and no access to others you have to get creative, maybe split the piece up, use a different material or come up with your own tools or processes.