Cost, power consumption, reliability, performance, security, weight, and volume, to name just a few.
I really dislike the attitude that we should use the biggest hammer we can find for any size of nail just because we can.
Theres a reason multitools are every day carry, and its not that they are the perfect tool for the job.
The ESP8266 is a product developed by a Chinese company, which would be reason for some to avoid it from a security standpoint.