For many instruments tuned in just intonation, you can't change keys without retuning your instrument. For instance, if you tune a piano to just intonation intervals and a minimum of wolf intervals for the key of G, then only one other key (typically E-flat) can have the same intervals, and many of the keys have a very dissonant and unpleasant sound. This makes modulation within a piece, or playing a repertoire of pieces in different keys impractical to impossible.