I don't have to worry about my music being removed because the licensing changed at the streaming provider. I tried various streaming services and all of them removed music from me at some point. This isn't something that's particularly negotiable for me.
I can trivially add songs that aren't on a streaming service using youtube-dl or similar.
I can change songs by pressing a physical button on the side of the player, meaning it doesn't have to leave my pocket and I don't have to look at it. This is particularly useful while exercising.