Emulating an HTTP session (with cookies passing) between request is more complicated for instance. Retry based on response content is doable but easier with a declarative format. jq is perfect for JSON response, what about HTML/XML response? Our testers prefer to write a text based declarative test, instead of a Bash script. It depends on your needs/backgrounds.
Using a binary can be (in my experience, 99% of the time) an enormous convenience and performance boost over including a whole runtime for those languages.