One could argue that dexterity has the additional benefit of adding to initiative, but I don't think that's a strong position.
Dex also adds to AC. High dex might become too much for certain builds (boost to attack, defence, initiative).
Especially when wearing Armor of Agility (medium armor that doesn't limit dexterity bonus to AC). Not to forget the utility you get from bonus to slight of hands.
Plus you can push dexterity to 22 if you want to by using a certain mirror in Act 3.
