I setup firesticks for my friends and family if they ask. It only takes 15 minutes to get kodi and some addons setup and it's better than them shelling out $100 for that 15 minutes of work.
I myself have a Nexus Player and it's great for Netflix, Hulu, Play Music, casting youtube and ofc Kodi.
So, no actual reasons not to.
Most of these pre-loaded boxes, assuming they aren't running android-tv, are garbage boxes anyways. The pre-loaded ones are also usually much more expensive. And of course, the legality of it all. I'd rather not piss off the Kodi guys so they will still make new Kodi builds.