Not only security (which is obviously very important), but also frictionless experience. You open the laptop and it automatically connects to the mobile network, just like your phone or tablet.
Before that, I had to not forget to take with me my USB modem, I had to search for it in my bag, insert it into USB port and then to dial. I frequently had problems with dialing.
With the phone, you need to make sure, you have enough battery. Also sometimes it's hard to connect to personal hotspot, b/c it piggybacks on external WiFi signals or something like this.
