Many reasons, some for expediency, some related to usage.

You say 'mill' so I'm assuming a small (relatively) moving table in X & Y. At those sizes, and if you have the means to create, classic dovetail/gib arrangements work, but need far more torque from motors to overcome stiction.

For home build, and for larger machines, linear bearings, particularly profiled rails, are far easier to use and their low friction allows for much higher feed rates with smaller motors. Often these machines will be designed to cut wood as well as alloy. Sawdust and oiled steel/steel dovetails don't play together well.

I think you'll find many very large commercial HSM machines use rails as well these days.