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Proper search engines are better at finding content than a site's own search feature.

I usually type in my browser address bar, which searches to Google directly. I tried my query on Stack Overflow... Google still gets a better SO question than SO itself : http://stackoverflow.com/search?q=insertObject+atIndex+zero+...

Because the goal is to have something that finds any particular information I want, not go to every site and hope it may show up in a site search?

Because you still don't know if StackOverflow will have the result you're looking for

I've seen this in shopping results -- I'm probably going to buy from Amazon, but I like to see the top N competitors' results along side the Amazon results, so that I can easily confirm that no one is more than a buck or two cheaper than Amazon and can then feel good about my purchase.