[artdutra04]

In addition to being used in softer materials, coarse threads are also used when you want to quickly (dis)assemble something, as you have less threads per inch to rotate your nut/bolt. Fine threads are used in higher strength applications, as well as when you are going through something thin.

As for some screws being offered in some sizes and not in others, it depends on material strength and application. Using stainless for a fine threaded screw makes sense, because many of the applications where you would a fine threaded screw also need/benefit from stainless steel hardware.