Advantages of essays
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A large part of the point of essays is so that you can write a lengthy post laying out your thoughts in detail, without either (1) editing them down to a short sound bite suitable for posting to a talk page, but inadequate to fully state all the nuances of one's opinions or (2) clogging up talk pages with lengthy posts. They allow for the conversation on a topic to be split into subtopics discussed separately. They also diminish the temptation to repetitiously post the same opinions in one venue after another by allowing one to satisfy oneself that one has fully vented one's spleen; and if one comes up with anything further to say on the subject after that, one can revise the essay accordingly. Archived talk pages tend to be static and therefore remain permanently in the same chaotic state they were in when they were archived, while essays' organization and wording tends to improve as people polish and otherwise improve the prose.
Essays put one's thoughts out there in a place that, unlike a talk page, never becomes off-limits to further editing, and therefore remains an open invitation to further comment. Part of the point of writing an essay is to avoid hijacking a thread with a lengthy analysis (which could end up covering a lot of topics unrelated to the original thread) and instead start a new thread. That way, one can simply post a link to it, which doesn't take up too much space, on the original thread. Essays are, therefore, highly useful vehicles for a variety of expressive purposes.