Why, well, you get more features, it's easier for the end user, and not any harder for the developer. Those are pretty concrete reasons why people would want to do it that way. I'd suggest trying Conveyor out yourself before worrying about rigging or customization, because straightforward Java apps don't actually need any configuration beyond specifying the URL of the update site. It's easier than Web Start was, and takes no more lines of code than configuring Gradle to make fat JARs does. It's free for open source projects so I'd say please just try it out with an open mind. If you still find it harder than publishing JARs then I'd be very interested to read an essay or blog post drilling into the differences. Maybe try following the JavaFX tutorial here:
https://conveyor.hydraulic.dev/7.2/tutorial/hare/jvm/ Without that kind of concrete detail though, I'm going to feel like this is about perspectives. If you view Java as a capital-p Platform, competing on the same level as an operating system, then JARs feel natural and bundling would feel like a retreat from the glory days. If you perceive it as a large and fancy library then it's just like any other library and asking the user to manage it separately makes no more sense than expecting users to manage the Visual C++ runtime. The switch to jlinking and bundling in this case is all win, it removes headaches instead of adding them.