First, they were first. As a useful photoresistive material, cadmium et. al. predates silicon devices by decades. Second
Second, they are not semiconductors. This is one of the main reasons why they are still in demand in areas such as professional audio. Third
Third, the property change (resistance in this case) from dark to light (dynamic range) is huge. This means that many applications do not need any amplification or other signal processing. Fourth
Fourth, they can be made to handle high (compared to silicon devices) voltages, such as offline TRIAC gating. Fifth
Fifth, reliability.