(note: below, I use "external derailleur" to mean "everything but internal-gear hubs", and "internal derailleur" to mean "internal-gear hubs")

• (for external derailleurs) the derailleur is protected from direct impacts
  • if you try to grind on your pegs, having a rear derailleur sticking out there is an obvious no-no... it's sticking way out from the frame, it's easy for it to get smashed
  • a front derailleur rests within the frame of the bike, and can't really be slammed against anything directly
• (for internal derailleurs) you preserve the strength of the rear axle
  • on a normal BMX / trials bike, the rear axle is BEEFY as hell, to take very large drops
  • any time you put an internal-gear hub back there, you weaken the axle considerably... there aren't any internal-gear hubs that are made for these large drops
  • This goes along the lines of having a front freewheel on trials bikes. You want a separation of concerns here — you want to dedicate the rear wheel to being bomb-proof, and you want to move all of the fancy/delicate equipment away from the rear axle.
• (for internal derailleurs) you make the rear wheel cheap to replace
  • On BMX/trials bikes, you're going to bend and break things. It just happens a lot. The rear wheel especially, since a lot of the force of drops and wheel-kicks goes through the rear wheel. Having a super-fancy custom-built rear wheel is expensive, and not ammenable to being replaced often.