PLL - why compare phases not frequencies
In most cases, the best way to tell if the frequency of the feedback waveform precisely matches the frequency of reference waveform is to observe whether the two waveforms maintain a fixed phase relationship.  If the frequency of the feedback waveform is slightly higher than that of the reference wave, its phase will to lead that of the reference wave form by an increasing amount each cycle.  Likewise if its frequency is lower than the reference, its phase will lag each cycle.  If the reference waveform is reasonably stable, trying to maintain a phase lock will yield a very stable frequency lock.

There are times when maintaining a phase lock is difficult or counter-productive, such as if one needs to generate a stable frequency whose long-term average matches that of a "warbling" reference.  In that case, the fact that a frequency-locked loop wouldn't track the reference frequency as tightly as a phase-locked loop would not be a disadvantage, since the whole purpose of the loop in that case would be to avoid having the warbling in the reference passed through to the output.  In general, though, the tighter response of phase-locked loops is preferable to the looser response of frequency-locked loops.