They're one of only three finesse weapons that also have the light property, and they are the only one that can be thrown in a pinch - they're also much easier to conceal and hide than scimitars or short swords, which is, or can be, a valuable trait in non video-game settings. You trade 1 average point of damage for greater flexibility in other areas.

You don't need the Tasha style to still make use of their thrown property - my rogue often makes throws rather than melee attacks during hectic combat situations, allowing him more flexibility and options to more easily capitalise on sneak attack opportunities than if he was locked into melee-only combat; it's not an all-the-time thing, just a thing of flexibility and options, which the one less average point of damage is more than worth, in my experience.