The main advantage offered by rimmed cases in single-shot actions is their more-reliable extraction. Rimless cases and weak extractors don't work well together. The extractor in a bolt action clips over the extracting rim differently, and the opening of the bolt cams tight cases loose from their clinging to the chamber walls. The extractors in single-shot or lever actions don't have these advantages.
BTW, you can make a rimmed version of any case with the '06 head dimensions by using instead .400-.350 Nitro Express cases. Use a different shell-holder, of course, but the same reamer, headspace gauges (plus the reamer and headspace gauge for the rim), and dies -- and often the same loads -- as the rimless original version.
