When using a remote API service, you are always rate limited. You must be. Otherwise freeloaders would bring the system to a grinding halt. 

With a local blockchain node and therefore a local RPC endpoint and an effective indexer (such as TrueBlocks) you can hit the endpoint as fast as the node can operate -- which is quite literally 100s of times faster than a shared, rate-limited endpoint.

This, when combined with a local binary cache, that speed an already lightning fast endpoint up by another 50-60 times, give unparalleled speed of access to on-chain data.

Data science is an iterative sport. If the iterations take 100s of times less time, the number of iterations and therefore the insight into the data increases dramatically.