Threadless is superior for disassembly, for instance, with case-packable S&S coupler-fitted bikes.
And it makes changing bars easier than with a threaded quill stem (although I can't see why a quill stem couldn't also be made with a detachable bar clamp as threadless stems have).

Threaded quill stems seem to make adjustment of the bar height more flexible, although adjustability can be planned into a threadless stem with excess steerer above the stem covered by spacer stock.