There's a few reasons I like dildos the best, despite vibes being a whole lot of fun, too.
1) Vibrations feel good, but they can also be a little distracting at times, if that makes any sense.
2) Dildos don't need batteries or chargers.
3) A dildo of high-quality materials can last a lifetime or longer. The same can't really be said for even the best vibes - all machines break sooner or later.
4) Mechanical parts can alter the way a soft toy feels and flexes. This is the main reason I almost never go in for the "just turn it off and use it as a dildo" method when it comes to vibes.
5) You never need to worry about waterproofing with a dildo.
6) Personal reason - vibes make me pee (I'm pretty sure it's peeing - it doesn't seem like squirting to me) pretty much any time I use one, thus why being able to use my toys in the shower is important for me. Less cleanup. With dildos, it usually doesn't happen, so I can use them anywhere.