I agree with Russ, generally.
A case where I would want to advance purchase a Bayern-Ticket would be if I were coming into Bayern from another country and wanted to buy a ticket for that country to the first town in Bavaria, then use the Bayern-Ticket for the rest of my trip, and there would not be time to get of at the first German station, buy the Bayern-Ticket, then get back on the same train.
Specifically, coming from Prague to somewhere in Bavaria, not necessarily Munich, on a train that crosses the border at Furth im Wald. You buy the Bayern-Ticket online from the Bahn website and the Czech ticket in Prague for Prague to Furth for about 10€. You don't have to get off in Furth, just change to the Bayern-Tickets. I don't think you can purchase the Bayern-Ticket in Prague, although I did see it for sale in an Austrian station that was not right on the border.