Mostly because they got there first tbh.

I started with Plex and was immediately unhappy with their always online model, shitty support, and data harvesting practices. (which has gotten significantly worse over the last few years)

Moved to Emby as the only alternative I'd heard of at the time (7 years ago), and was immediately impressed with how much easier it was to use, it's stability across all platforms I use, their friendly and helpful forums, and their stance on keeping your server your own (no telemetry or dependency on external servers). I pretty quickly purchased a lifetime premier license and it's never failed me.

From there I learned of Jellyfin but by then had no reason to move. Beyond that, I'm just not really a fan of Jellyfins origins (ie forking emby because they didn't like Embys licencing) and their development has regularly lagged behind the others largely because they lack funding to keep a dev team AFAIK. (keep in mind thats an opinion from a distance, I don't pay much attention to Jellyfin as I'm happy with Emby)