There are several reasons to buy local honey.
Quality and authenticity
Buying from your local beekeeper means you're more likely to be buying real, unadulterated honey. Local honey is more likely to have not been heat treated (pasteurised), which has the effect of reducing the beneficial ingredients, such as antioxidants (flavonoids and polyphenols), vitamins (B6, riboflavin, niacin), minerals (calcium, iron, zinc, potassium, phosphorus), and amino acids.
Whereas, supermarket honeys are generally adulterated and heat threated.

Flavour
The flavour of local honey is determined by the nectar and other sources of carbohydrates that the bees forage upon. Local honey has a unique flavour that reflects the immediate local environment.
Whereas, supermarket honey has a uniform generic taste as a result of it having been mixed together in large drums, pasteurised and bulked with sugar syrup.
Supporting local businesses and entrepreneurship
Funding local honey helps nurture business diversity and encourages entrepreneurship.
Because local beekeeping tends to be on a smaller scale, it usually involves more sustainable beekeeping practises.