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FMJ ammunition was introduced ostensibly for humanitarian reasons, as the Hague Convention of 1899 prohibits the use of expanding or fragmenting bullets in warfare. (It is commonly but incorrectly stated that this prohibition is in the Geneva Conventions.)
They have the advantage in warfare that they often injure their target rather than kill outright, creating a casualty that needs to be cared for, rather than a corpse. In this way, FMJ bullets can be more effective at consuming an enemy's resources than fragmenting bullets, yet the outcome for the victim is usually the same: death (or at least long-term removal from the field of battle, which is close to equivalent in military terms). Furthermore, because the bullet does not expand, FMJ bullets are much more effective at armor-piercing than hollow point bullets.
Full Metal Jacket, a film by Stanley Kubrick, is named after FMJ ammunition.