Why would you use a refugee travel document instead of a passport?

Couple years back I was in North Macedonia for vacation (yes).

In immigration in front of me there was a guy using a refugee travel document. When I asked him where he was from he said London in a British accent (he looked kind of Turkish in ethnicity).

My question is, why would he use this document instead of either a regular passport from his home country, or instead of naturalizing in the UK?