Where else do the resources come from? Where else do the builders come from?

Other considerations:

Planets are convenient in that they have their own basic "infrastructure": air, water, soil to grow crops in, minerals and metals... plus built-in amenities like seasons, and weather, and mountains, and sunsets.

Planets don't lose their atmosphere when struck by meteoroids.

A planet's air and water circulation cycles don't need pumps and fans to keep them running, or mechanics to keep the pumps and fans running.

On a planet, you can start walking in any direction, go as far as you like, and see things you've never seen before, or will again, unless you are precise about retracing your path home... if you choose to go home. That's another thing about planets: you don't have to live within the same handful of hectares for generations on end if you don't want to.

Planets take much more time to overpopulate and/or have their resources depleted.

On a planet, when you look up, you see the sky. Inside a tube, when you look up, you see the rest of the inside of the tube.

Granted: mounting a colonizing expedition to another star system requires as much infrastructure creation as does a self-contained orbiting colony, and some pragmatic relativists might say "Why bother taking it anywhere, if it's all here now?"

One good reason: longevity. IMO, emigration ships ought to be built and stocked to last for the planned trip (plus a safety factor), and to be dismantled at the destination for re-use on the ground. Orbiting colonies need to last far longer, or why bother to build them?

...and if the system you happen to be in has a problem, you just kick on the engines and leave for another one.

Two separate design parameters which must not interfere with each other, but which both must be maintained against need: one for axial spin, one for unidirectional acceleration. More than double the cost to build, more than twice the headache to keep maintained, and more specialized skills for future generations to forget.