Because optical disks are cheaper. Because you can label an optical disk, so you can tell what's on it without loading it. Because it's harder to overwrite archived data. Because it's less volatile. Because they're harder to lose. Because it's easier to store a stack of DVDs than a handful of flash drives.

Not all data is going to be carried around. If I want to keep backup copies of data in multiple places, I'm going to use DVD, for the reasons stated above. I'm burning three right now at work, of older data that isn't needed online but may be needed for future reference.