Probably because they’re less likely to strip. There is (generally) one size Allen key that fits the bolt. While there are different sized Phillips screwdrivers, people will probably grab the first one they see. As far as flathead, they are just more difficult to keep in place. On top of all this, think about how many points of contact there are on each. An Allen key (Hex) has 6 walls of contact, a Phillips has 4, and a flathead has 2. As simple as possible, the more points of contact, the more torque you can get before something gives (breaks/bends/unforms).
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