That's a great question. The Kelvin temperatures you are talking about are designated to specific lighting shades, you might say, just like fahrenheit and celcius are designated to specific hot and cold temperatures. In other words, 5000 degrees kelvin is the same color light no matter what it's coming from.
The pre-set white balances in your camera are set to certain kelvin temperatures, and they are pretty close, actually closer than auto usually is. The problem is, even though the incandescent setting in your camera might be 2500 degrees kelvin from the factory, in reality an incandescent bulb could be anywhere from 2200 degrees to 2700 degrees more or less, and even that changes as the bulb gets hotter or older. The factory presets are an average for the settings they represent.
What a custom white balance does is set the camera white balance to the exact lighting that's present. This is why an accurately calibrated white balance tool is so important. Most gray cards, especially the cheapos, are actually made to meter from, as the color of them is not consistently 18% true gray, so they will skew a white balance setting, even though they can help you set a proper exposure. It takes time to develop and consistently manufacture a properly calibrated white balance tool, but the results will be right on and the cost of a good tool is quickly made up for in the time you save in post processing. You can't add any time to your day, or your life, so why spend the fixed amount you have fixing what should have been right straight from the camera?
I hope this helps a little. Again, excellent question.