Also to implement hover or other styles, you have to go back to CSS or use JS which is much worse.
Also, it's not CSS, it's inline styles, and you lose the cascading advantage. Say I want every anchor tag on my site to be the same color, without CSS I have to go stick that style on every one individually. Realistically you would make it component, but it's a component that wouldn't need to exist with just one line of CSS.
I'm sure it's possible to write in this way correctly, but every time I've seen it it's been awful. But that probably has more to do with the fact that the devs writing it really didn't care much to write clean styles.
I'm not saying CSS is definitively better, that's just my opinion. But if you are going to advocate inline styles you have to know the trade offs and be able to justify them.