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You generate it locally, use an existing grid connection, or build a new grid connection. The advantage of this is flexibility. You can use spare capacity in one to fill a gap in the other. This already happens with generators. Why not the other way around?

For example, imagine a base in the desert. You have an existing grid connection, and fuel supply. Neither can be 100% reliable. So you build a solar array, manufacture synthetic fuel, and have generators for emergency power which can be powered from stored synthetic fuel. You already need power and fuel anyway. Allowing interchange between the two just adds flexibility.