If you notice, adding more ground black pepper is never making your piece spicier or you need to add more than usual to make it spicier. Then it is time to switch to whole peppercorns, the whole black pepper.
Buying ground black pepper offers the ease of use. Just fill it in suitable dispenser and use immediately whenever needed. No need for grinding or mortar and pestle pounding that wastes your precious time and makes you sneeze.
On the other hand, getting the whole peppers also offers advantages. There are recipes that call for it.
The second and I think the most important. You can be sure of its purity. Some smart people are boosting their income by adding other non-spicy materials to ground pepper. Customers will have a hard time determining its purity when the mixture is pulverized and homogeneous.