People use both, for reasons of tradition, ergonomics, practicality, available toolset. Boldface is obviously common in places where BB is unavailable, more restrictive, more difficult. Web publishing is a great example.
BB is common, in my experience, in hand-written text where bold isn't really an option. It is, to my tradition, the most common and recognizable way to indicate the most common field sets and also generally is a good stand-in for any "large category" of interest.
Bold is used intermittently in my experience, probably due to its inability to be hand-written. To me, it tends to mean "vector" or "matrix" much more than set. In hand-written forms, I sometimes see "arrow hats" instead, especially for vectors.