Are there any advantages to freshly ground salt?
Not really in terms of flavor, no. Salt doesn't have a substantial number of volatile compounds that are released by grinding, in contrast to something like whole peppercorn, which releases a range of aromatics when the outer hull is breached. Even specially-sourced salts which contain a range of flavorful minerals don't really release them into the air, they dissolve into the foods they're added to instead, and/or are picked up by your tongue as you eat.

One advantage grinders offer is that a lot of them are adjustable, and can be tweaked for everything from a very fine grind to large crystals. This can be helpful depending on the effect that you're going for - seasoning popcorn with very fine salt vs. garnishing a steak with large crunchy chunks, for example. Smaller crystals with more surface area will generally tend to be perceived as saltier due to more taste bud contact, and will also dissolve into liquids (i.e. soups or stews) more quickly. I like using larger crystals sometimes for flavor/texture contrast and visual appeal for some dishes.

Another advantage mentioned by others is that finely pre-ground salt may also contain anti-caking agents to keep it from clumping together. If that bothers you, a grinder gets around this because larger pieces won't stick together as much before being pulverized by the grinding mechanism.

Some producers package salt in disposable grinders just as they do with pepper, and they share the same problems: cheap grinders simply aren't very good at getting a consistent grind size, or they have mechanisms which wear down quickly. Reusable grinders are often much better, and as you've seen they're getting very easy to find even in non-specialty stores. I like ceramic grinding mechanisms personally, because I feel that they get a better "grip" on the particles and are better at consistency, but good steel mechanisms will do well too. Here are some suggestions for care to help you get the most out of them.