Protection - I'm protected from other malicious cheaters and no one will dictate to me how i can or cannot play a game.Also I dont want to have to walk all the way down the mountain to be able to call for the car. I can help myself when the game is bugged and mission objectives are broken or mission is just too unfair.
I can do boring repetitive mission faster with teleporting.
It's Convienient - I like being able to seemlesly switch sesions cause gta manu is kinda slow.