What advantages could there be for using the unseen variant chosen by He Jiankui instead of the naturally occurring CCR5-∆ 32 mutation?
Possibly He Jiankui was using Cas9 without a template DNA.  If so, this generates double-stranded breaks that are repaired through processes such as non-homologous end joining (NHEJ) that often produce small indels (deletions and insertions) 1.  

This is consistent with the apparently random small deletions and insertions around the cut site seen in both girls.

An additional, unflattering possibility is that this way he could prove that these were his edits and didn't happen spontaneously.

Useful starting points for understanding how Cas9 works can be found at the Addgene website and on Wikipedia.



Reference:
1: Brinkman, Eva K et al. “Kinetics and Fidelity of the Repair of Cas9-Induced Double-Strand DNA Breaks.” Molecular cell vol. 70,5 (2018): 801-813.e6. doi:10.1016/j.molcel.2018.04.016