With Gifu-Hashima and other "rural" Shinkansen stations the reason is usually political. For example Gifu Prefecture would not allow the line to pass through the prefecture without a station being built. From Gifu city center it's actually faster to take a train to Nagoya and change to Shinkansen there, especially since every train stops at Nagoya and only a few at Gifu-Hashima.

In the case of Ouigo, I believe it’s in part because the station and track owner charges less to use peripheral stations than for central stations, and in part for price discrimination, so less price-sensitive business travelers and wealthier travelers aren’t tempted to go for the cheaper option.