Why do so many 8-Puzzle solving algorithms use DFS instead of BFS?
If the goal is to find the shortest solution to the 8-puzzle, DFS is indeed a very poor method.  It's not a matter of faster or slower; DFS is not correct (it finds a solution, but it's not guaranteed to be the shortest solution).  You could use BFS and that will work fine.  Even better is to use A* or some related algorithm; it will find the shortest solution even faster than BFS.

If the goal is to find any solution to the 8-puzzle, without regard to how many moves the solution takes, DFS is a fine method.  Actually, you could use either DFS or BFS for that.  The 8-puzzle has only 181440 reachable states, so the data structures won't grow too large.