First and foremost, custom. In part because smoking pot is a small pastime--can be a social thing.
Second, buy a gram and what's easier, smoking it from a pipe or joint, or cooking it in butter, stinking up the house, then using it in food with imprecise "doses?"
Which brings me to my next point, the effects of smoking are almost immediate, allowing one to better gauge how much they'd like to consume "I think I'm good on that, I'm already high as balls."
In my experience, there is a different high, and while I love edibles (I'm a 2 brownies, 2 cups of coffee followed by a 22 miler kind of oddball) I might prefer the high from smoking. More satisfying, in a way.
The taste of smoking weed is pleasant and who doesn't think bongs are super cool.