Currently I'm working on instrumentation amplifiers and the analog signal can't travel very far. So each one has its own AVR controlling it. Then there is a high powered micro that collects and stores all the data.

Or, there may not be enough pins. May use a small micros to watch all the user interface buttons (think like a keyboard controller) which communicates to the large micro.

A stereotypical answer FigBug didn't mention was interrupt latency is much faster and jitter in the interrupt latency sometimes doesn't even exist.

Also, closely related to above, simplicity and modularity. Don't want to be the guy debugging why the antilock brakes occasionally miss an encoder transition when the engine RPM fuel injector routine is just perfectly the wrong interrupt rate. Its very much unix vs windows philosophy WRT monolithic-ness.