Well the #1 thing for me is that the majority of IPsec functions are in the kernel and don't require that a userland daemon be running (which OpenVPN requires). Beyond that, I've just found that, while a bit more arduous to configure initially, performance is far superior and stability is better than OpenVPN.

Beyond that, pretty much every router out there supports IPsec, so if you're needing to integrate with other non-pfsense hardware, IPSec is often your only option.