Durability and Price.
Nylon has been around for a very long time and because of that, it is a thermoplastic that is less expensive. Nylon is very good and will be more than adequate for most applications, but Delrin is more durable in the long run.
Delrin is a brand name for Actel thermoplastic. It has qualities that make it well suited for use in our hobby. It is very durable, but it is also more expensive.