Discord you have less control over, on top of that Discord is complete shit for microphone quality. I prefer Teamspeak over Discord because Teamspeak feels more voice oriented than Discord.
To me that question is like asking a company why they host their own stuff instead of letting someone else control it. In my opinion, hosting your own things such as Teamspeak and Donation panel shows a sign of more professionalism. Using premade stuff like Discord where it's a simple click of a couple buttons to do everything seems less professional imo. Idk just how I feel about it.
Another reason is IPs. If someone goes to Discord and calls everyone the N Word we can only ban him from Discord and he can easily keep repeating this by making new accounts. With Teamspeak we get their IP so we can punish them ingame and on the forums as well.