I have used Pyrodex for ejection charges, but now have some black powder that I will be using. Although probably not as heavily regulated here in the States as it is in Scotland, black powder is surprisingly difficult to find. You can order it through the mail, but the shipping costs are as much as the powder for the quantities that I want. Pyrodex on the other hand is readily available in a number of stores.
One reason Pyrodex is more readily available in both places is that it is not as explosive as black powder. You can use Pyrodex for ejection charges, but you must be much more careful in how you make the charges. It only works for charges if packed in a specific way. Black powder can be packed very loosely and it will still explode.
Also, Pyrodex is also much less corrosive than black powder. Many people who loading their own ammunition prefer it over black powder for that reason. This is another reason you can find Pyrodex.
By the way, my wife and I have been to the north of Scotland twice and loved it. You certainly don't have to worry about rocket eating trees!
The main reason black powder is hard to find in the US is 1) shipping costs
and 2) storage limitations on volume unless you have a Leup and a magazine
most stores just will not bother with the hassle.
I use the loose Pyrodex powder in my muzzleloader for hunting due to the
lower residue. Pyrodex however is not much better with corrosion, barrels
will still rust in a day or two if not cleaned. Availability and number of shot
between cleanings are the better benefits.
With black powder I get 1-2 shots before running a bore brush down the
barrel, with Pyrodex I can get 4-6 shots.
I make my own black powder, getting the potassium nitrate and sulfur is
easy here, and I make my own charcoal.
My results on are 10-15% less muzzle velocity between black powder and
loose Pyrodex and 15-25% less with the Pyrodex pellets for the same
charge weight of powder.