Hex dies have their uses, but they're not necessarily better all around.
Round dies aren't cheap to make, flawed, and outdated in comparison either.
Round dies are commonly split on one side and with or without an adjusting screw in the die you use the screws in the die stock (holder/handle) to adjust the die, the size it cuts.
The round dies also have indentations in the side to provide positive drive by the same adjusting and holding screws.
Having a small amount of adjustment in a threading die is useful, at least it is to me.