Weight, cost, and availability of certain woods. I don't know if you can get a solid 4x4 of golden oak, or mahogany, finished or not, and if you can, it's gonna cost you. Now if you need to put 8 or 10 of those things in a room, it adds up. Then what about quality? With boards you can work around knot holes and grain easier then with a big chunk of lumber. You might want to use the decorative wood to conceal electrical, or plumbing, and who knows, it might offer a better structural integrity.