Depends heavily on the project: For more electronics and hardware-oriented projects an Arduino or microcontroller might even be easier to use.

But imagine making e.g. an internet-controlled LED light strip. With an Arduino setting up the WiFi, accepting TSL connections, etc. would probably be a major pain and require additional hardware. With a Raspberry Zero W, this can be done via ssh in a few minutes, and it still has PWM ports to connect the hardware to.