If it went to a grocery store, it would go from the farm to a central location (which is who knows how many hundreds of km away), to some distribution center (again, who knows how far away), to then go to a local supermarket. I wouldn’t be surprised if that’s less efficient than shipping it to a local market!
Aside from that, where do the products in a local supermarkt come from? Depending on your country, I’d be surprised if those bananas didn’t arrive on some freight ship. Talk about inefficiency! In my case, even tomatoes are often from a different country and then we export our own tomatoes to other countries too. It’s crazy.
Next to that, I’m not sure about the other points. At least in my country it’s cheaper (everything is in season), fresher and simply way better.
Regarding choice, it depends. I won’t find any locally grown bananas. But I will have more choice in vegetables and fruits that actually grow in my area. Personally I like that, since I care more about efficient and sustainable produce than shipping something halfway across the world for my pleasure.