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What is the advantage of SSE over streaming ndjson?

Built-in client API for parsing and event dispatching. Data doesn't have to be JSON encoded.

But fundamentally nothing that Comet, steaming XHR, etc, WebSockets, can't do.

A streaming XHR is more wasteful in that it constantly has to renegotiate TLS. This is unlike EventSources and WebSockets, which do not.

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Why do you believe that?

Because that's how the protocol works at a fundamental level. If you're making new requests over HTTP, you have to renegotiate TLS.