Originally, pay-to-pubkey was the standard transaction type. The main benefit of using pay-to-pubkeyhash is that it allows for much shorter addresses (since a RIPEMD160 is much shorter than a pubkey); other than that it takes slightly more time and space than pay-to-pubkey. When mining, you don't need to share the address you're mining to except in the coinbase transaction itself, so there's no reason not to keep doing it the slightly simpler way.

The only benefit I can think of to mining to a pay-to-pubkeyhash is the theoretical situation where a serious vulnerability in secp256k1 has been found; receiving via pay-to-pubkeyhash doesn't reveal your pubkey until you're in the act of spending from that address, and allows less opportunity for someone to crack your key. Of course, no one expects that to happen any time soon.