There are a number reasons. None of which individually, are huge or significant but as a combination are enough to make us consider something else.
1. Tableau has more polish as a product. The company has been around longer and has more time to refine its craft. Microsoft's product on the other hand while very impressive given how little time they've had in this area is a little clunky in comparison. Also the final visuals just seem to look better and the dashboard has better organisation which makes for a better end user experience.
2. Tableau Talent. There seem to be many more people that know about and have worked with Tableau in comparison to MS Power Bi. Much easier to outsource the work for Tableau than for the Microsoft product
3. Knowledge Base. It constantly seems to be much easier to find answers to common questions with Tableau than with Power BI. Microsoft have taken their typical Microsoft approach with things and it's quite fragmented, as are all their products.
4. Connectors. Not as a big a deal by any means but Tableau generally tends to have more connectors. Microsoft Power BI only just got an Amazon Redshift connector, whereas Tableau has had it for ages.
