Well, price primarily. CloudMQTT and Adafruit.io both have a free tier, but it's limited to 5 or 10 feeds. That's nice to try it out(which I'm sure is their goal), but I think I'd quickly outgrown that limitation. HiveMQ's test server doesn't really have any hard limits, but everything published to it is public (that's not ideal for all of my personal sensing data). I'd like to have a secure server (or at least secure feeds on a shared server), and not rely on those other sites offering a free MQTT broker for however long I want to use one for. At some point, they'll retire that service. If I have based all of my home sensing/automation on it, that puts me in a bad spot.
I realize that I could install it on a Raspberry Pi or something, run it in my basement, set up port forwarding rules so I can use it from the internet, etc. It would just be SO much easier to run it on my own domain, or even just a fixed location (e.g. mqtt.dreamhost.com) so I wouldn't have to deal with dynamic DNS.
On a somewhat related side note, it looks like MQTT.org is hosted with Dreamhost!