Convenience certainly is the big one. Keep in mind that apart from the initial set up you'll also have to securely transfer the transaction to be signed back and forth between your online device and your airgapped tails setup. Obviously irrelevant as long as you just hodl, but can get tired real quick if you start transferring coins more regularily.

In terms of security hardware wallets have a slight edge in that the private keys never even get in touch with the host system whereas a wrongly configured tails may allow for network connectivity and potentially expose the private keys that way (unlikely vector as long as you don't use that stick for anything else, but worth noting).