Why use a sandwich press instead of an oven or pan?
There is really no advantage or disadvantage to using a sandwich press. This is more a choice of preference from person to person.

For me, a sandwich press is preferable as it toast the bread on both sides simultaneously, so you get an even toast on both sides, and it also presses the sandwich together so that it does not fall apart. A sandwich press also heats up faster than an oven (note, I'm talking about electrical ovens that is commenly used in RSA) and consumes much less electricity to do the same job.

So yes, this is all about what you prefer and what works best for you