You can compile it into a binary with no dependencies, so you can easily bring your script to other computers or share it. You can create a GUI to run commands rather than binding them to key patterns.
I used to use it in World of Warcraft to do things like have my character's entire skill rotation on one key (e.g. just keep pressing "1" and AHK will handle pressing the next "real" key for the sequence. Hit another key and I can reset the sequence early). And to automatically tatget myself and cast a heal when my health goes below 50%, which was done by polling a certain pixel on the screen for a specific value of red.