Hi @Bombbe
In my opinion, it would be the ability to build and share dashboards externally to the azure portal, without granting access to the underlying data. Consider how you want the users to interact with your data and how much access you want to give them. Workbooks / dashboards require the signed in user to have the relevant RBAC roles to the data they need, either through resource or workspace context, whereas a user only needs access to the Grafana dashboard.
Another reason could be that Grafana dashboards are already used in your environment and you wish to migrate them to a cloud native solution within Azure, rather than building workbooks from scratch.
Finally with Grafana, there are different visualizations options and you may decide these better present the data to you, than a workbook.
However for all these points above, I love workbooks, the flexibility they give and the speed in which I can build meaningful insights, furthermore... they are free!