As Larry notes, the choice might boil down to economics.
I prefer the Hardinge "4 degree" taper and have never found it difficult to make back plates and such to fit them.
However, among the 8 or so Hardinge 5c spindles here (dividing heads, indexers, lathes) a few threaded versions crept in. Besides those, all my 4c stuff arrived threaded spindle.
It would be great not to have to duplicate things like back plates, faceplates, integral mount chucks, and all the various size & depth closers for pot chucks. If you use pot chucks and closers on an index or DH, there is little worry about unscrewing. However, don't be blase that a jaw chuck or back plate won't unscrew when milling, or sometimes heavy repetitive drilling - it definitely can if you don't pay good attention to the direction of forces when setting up for an op. More so, even, than on a lathe, for many milling ops. Of course even with the taper mount system, it is worth paying attention to the cutting force direction and chuck setting direction.
IME, taper mount tooling is more common. Other people in other areas of the country might have different experience.
smt