1. Coffee smells good
2. Coffee tastes good
3. Coffee is warm and comforting
4. Coffee is more socially acceptable than popping pills
5. Caffeine pills are somewhat harder to find. I can’t order them at a restaurant.

Edit: I’ll point out that you’ll rarely find someone who only drinks coffee for the caffeine. For many (most?) it’s just a perk, or even an unfortunate side-effect, hence the popularity of decaffeinated coffee.