A server can issue a JWT and forget about it. Most cookie auth strategies requires the server to persist the token to confirm validity. Also, a JWT can work across a microservice architecture easily for the same reasons.
The biggest problem with JWT is there is no revocation mechanism which IMHO is a non-starter. Introducing revocation mechanisms generally means introducing central state and now you're back to why not just use a session token? Not to mention the numerous issues JWT has had over the years.