Yea but ntune is poop software. Also, there are limits to how far you can overclock with software. BIOS overclocking is (theoretically) limitless, or at least the limits are ridiculously high or low. Also, because the software limits are derived from the values read in the BIOS, if you increase the BIOS values, the limits (both min and max clocks) will also increase in the programs, allowing you to test higher clock speeds in windows without screwing your card big time. Though chances are you aren't going to push beyond the max values anyway, at least for core clocks, maybe memory though.
Also, there is no way that I know of that you can overclock other than via the BIOS if you don't use windows (correct me if I'm wrong).
For some cards (mainly older ones), a BIOS flash can unlock pixel pipes as long as it's the same core.
And then there's e-peen.