There are certain contaminants/paint conditions that just seem to respond better to one than the other. If you've got a bunch of hard stuff stuck to the paint, like rail dust, you may not want to get that caught in your polishing pad with the paint cleaner and get dragged all over the rest of the finish. Conversely, sometimes you have sticky gunk or oxidation that will just foul your clay. Sometimes you just need to have different tools available for when one of them doesn't work ideally.