There are actually good reasons. I'm a figurative artist who will use oil sticks on people, but my range of hues is not always what it should be and sometimes I even mess up values badly. Pastels are easier to correct than oil pastels and oil sticks are much easier to correct and blend -- even though they are more expensive. Also, when you use oil on paper, you are setting yourself up for the oil to eat the paper away. For oil paints, sticks or pastels -- all of them -- on paper -- you are best off starting with a gesso ground. That extra step alone is such a hassle of course people who can prefer pastels.