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.
Talking about convenience, it's also worth to mention that some hardware wallet can be connected to smartphone as more ways to interact with the hardware wallet. Meanwhile Tails require you a computer or laptop with some limitation[1].
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).
For reminder, Tails have Offline Mode which can be enabled on welcome screen[2].
[1]
https://tails.net/doc/about/requirements/index.en.html[2]
https://tails.net/doc/first_steps/welcome_screen/index.en.html