Whole bean coffee means that you have to grind it to use it. It keeps its freshness longer and many people swear that this is the only correct way to buy coffee. By grinding it yourself you can control the entire process and make the perfect grind for the type of coffee you are brewing – Percolator, Drip, Single Serve, French Press or Espresso.
I do sometimes grind coffee but I guess I am usually looking for convenience and consistency. If you are more meticulous than me, this is the way to go!