As somebody who once approached a sperm clinic as a donor (didn't go through with it, for reasons) I can well understand why people would want to do things the old fashioned way. The difference between what a clinic pays a man for their "deposit" and what they charge to stick it in a woman, is eye-watering. Pretty confident that weight for weight, sperm is worth more than gold in that scenario.
The one benefit to going the sanctioned route is that although donors have no right to anonymity any more, they are freed from any parental obligation (at least under current laws, who knows what will change retroactively in the future). So, no name on the birth certificate, no child support, etc.