My daughter prefers diapers to pull-ups, and I'm thinking about indulging her, despite the fact that her daycare asked me not to. It's not about convenience or learning, it's about unit price.
Pull-ups are twice as expensive as diapers. Each not-on-the-potty experience costs me a whopping 40 cents. Diapers run 20 cents a pop. We go through four or five of these a day, despite the fact that potty training is going pretty well. The costs add up pretty quickly on the monthly budget. My daughter thinks I'm anxious to get her trained so that she can be a big girl, but really it's all about dollars. The longer she goes in diapers, the more I have to pay.
I don't know why pull-ups are so much more expensive, except for the fact that you are supposed to use fewer of them so parents are duped into shelling out a higher price. They come in smaller packs (typically 44 or so rather than 100-plus) and you use them for a shorter span of time (typically a few months rather than 2-plus years). But other than that, they are not any more or less absorbant and they don't make it any easier for a child to run and play.