There will be different answers depending who you talk to. Generally speaking a Fine thread fastener (NF or SAE) is specified when more clamping force and resistance to loosening due to vibration or fatigue is needed. The expense you see might be because you are looking at Grade 8 hardware as opposed to Grade 5 stuff for Coarse (NC or USS). Some race people (Myself included) will say there is no place for NC hardware on a racecar, and the real purists say that the common stuff we see is JUNK no matter what grade or thread and that Aircraft grade (MS or NAS)should only be used for racing. Typical fine thread applications are Wheel studs, Flywheel mounting, Shock absorber bayonets, Connecting rods, etc. BTW, there are different pitches for Metric fasteners also.