To start with, I have almost no any experience in the theory of finitely additive (f.a.) measures, but I work a bit with countably additive (c.a.) ones and find the theory in the latter case amazingly beautiful. My concern is that at the moment measures have been introduced as an extension of such notions as area and volume, I can understand that the additivity property came alone naturally. However, I believe, that at that moment the choice f.a. vs. c.a. might not have any strong arguments. Later, it appeared that in many cases the space of c.a. (but not f.a.) measures is the dual of a corresponding space of all bounded continuous functions. Since the latter is a pretty "natural" object, I would say that its dual is "natural" as well. Would it be right to say that c.a. measures are more "natural" than f.a. ones, or that it appeared to be more successful/useful, and if so - why do we need the f.a. measures?
I hope, that a bit loose formulation of the question still allows for an answer.