Parachutes also hit a lot harder. Powered landing you can touch down with ~0m/s. Parachutes you'd get something like 10 m/s (~22mph.) Not necessarily nice on your equipment.
Soyuz uses a 'suicide burn' that releases a ton of delta-V in a short amount of time.
From the video, it seems that Falcon uses a progressive burn as it approaches. They also mention that they can restart it up to 3 times in atmosphere.