The previous top answers are correct but not complete. A very compelling reason for the manufacturers is that since an Allen key is far less likely to slip out of the socket, the customer is far less likely to accidentally mar the furniture with a scratch while assembling, triggering an costly return.
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).
1. The piece is cheap and safe to use – it costs them virtually nothing to provide you with one.
2. The keys have an inherent ability to tighten fasteners located in difficult to reach places, eliminating the need for specialty screw heads while freeing up design choices.
3. Flathead tend to be awkward to use, being easy to slip out, Philips head is easy, but once used the socket in the fastener often really stands out and has scratches to the finish. Allen key sockets are easier to conceal.
They’re just easier. On the assumption that you’re provided the correct Allen wrench, hex screws are less likely to strip, you get free leverage from the shape of the tool. The tools themselves are super cheap to make, so compared to the hassle of dealing with customers so are mess up their cross head screws, it’s probably cheaper too.
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