Let $(X, d)$ be a (complete) metric space, and $C(X)$ be the space of continuous maps over $X$. If $X$ is compact, one often uses the topology of uniform convergence when analyzing $C(X)$. If $X$ is non-compact, there are a bunch of other topologies that one can attach to $C(X)$: the compact-open topology, the strong topology, ...
My question is the following: Why don't we just use the topology of uniform convergence on $C(X)$ regardless of the compactness of $X$? Generally, the first answer I get to this question is that the metric $d(f, g) = \sup_{x \in X} d(f(x), g(x))$ becomes unbounded when $X$ is not compact. Why is that a problem? We can always consider it an extended metric, and all the theory carries over without any problems. Even if infinite-valued metrics turn out to break the theory somehow, we can always use $d'(f, g) \equiv d(f, g)(1 + d(f, g))^{-1}$.
Therefore, I am suspecting that the topology of uniform convergence has some other disadvantage(s) when treating functions over non-compact spaces. What are these disadvantages? What concern(s) made mathematicians invent the other topologies? Why is this topology not used commonly?