They're more fun. The programming is easier (although you can get an Arduino like experience on a ESP32). They have 5V options, which make some projects easier without having to add additional components. The ESP32 API (and the Pico for that matter) are better suited professional programmers.

An Arduino is better if you're doing something and want a quick, easy, simple to program controller. It started as a way for artists to add MCUs to the projects without having to become embedded programmers.