* Patching/attack surface. I don't want to maintain a full Linux OS, and I expect (hope) that the network stack on something like an Arduino or ESP is both secure by obscurity (I know...) and by lack of functionality.
* Some things are much easier on a simpler chip as well, like bit-banging access to a NeoPixel, due to the lack of a multitasking OS.
* Bootup times on simpler chips are mostly imperceptible. They power up and begin running your code. (Arduino includes a short pause you can remove, or you can bypass the Arduino boot loader entirely and program the AVR directly.) Even the slimmest of Linux distros can't beat it.