There are numerous episodes of Star Trek: TNG where Captain Picard uses a shuttlecraft:
- Time Squared
- Samaritan Snare
- Final Mission
The Enterprise-D also has a Captain's Yacht, the Calypso. According to Memory Alpha, although it was portrayed on display screens, the set needed for filming it was never built due to budgetary costs.
Is there an in-universe reason why Picard would use a shuttlecraft instead of his Captain's Yacht?