The artifacts feature is great and some artifacts, like unit test report files, can be interpreted by GitLab and used in various parts of the GitLab web UI. A lot of this just works and most of the CI features are available in the GitLab community edition which is open source.
I have not used Jenkins actively since before the Jenkins pipeline file format was common. So for me Jenkins always appeared to be this game of checking the right checkboxes and clicking the right buttons in the Jenkins UI. The new pipeline feature is probably much nicer. However, now that I use GitLab I don't really see any reason to switch back to Jenkins.