Because it is "relatively" easy to find Rocky Mountain junipers with old twisted trunks and tons of age and character. Whereas it is impossible to find shimpakus of any advanced age in the wild. If Rocky Mountain juniper had fine compact foliage, no one would be interested in grafting shimpaku on it. Same can be said for other mountain/desert juniper species - California juniper, Utah juniper, etc. The native foliage is coarse and sparse - so you replace it with soft, fine shimpaku foliage.
People graft for one of two reasons - it is faster/easier than propagating any other way (since grafting is quite labor intensive), or because the rootstock provides some advantage that the scion material doesn't have/provide (including aesthetic ones). All grape vines in Europe are grafted on American grape rootstock for the purpose of insect resistance (grape phylloxera). Depending where citrus is being grown, it is grafted on rootstock that is strongest/best for the conditions - whether it is dry alkaline west coast soil, or wet and acidic east coast soil. The only thing that is a given is that Valencia orange (for example) is never grown on Valencia orange roots.
And rootstock can be a two-edged sword. Sometimes a positive attribute (like strength) can be accompanied by a negative one (coarse, leggy growth). Japanese white pine grafted on JBP (P. thunbergii) roots looks different (in my opinion) than JWP grafted on Southwestern white pine (P. strobiformis). And you will always have the challenge of hiding the graft union and matching the two barks - which is not an issue with nursery plants, but a huge issue with bonsai where a detectable graft union ruins a tree.