It probably comes down to the eyeballs. Most people, if asked at a fish market counter why they're choosing salmon filets instead of a whole rockfish or sea bass, would recoil slightly and stutter out something about bones, all the while trying not to meet the accusing (if unseeing) stares pointed their way from the ice.
But once you make your peace with the face of Mr. Fishie, a whole fish is actually much more forgiving to the cook than a filet. Personally, I've had a few rough moments with filets, salmon especially. Getting it to stop being raw and jellylike (heaven to some, creepy to me) at the thick end without turning the other, thinner end into salmon jerky is still sometimes beyond me.
A whole fish, by contrast, does not require split-second or split-screen timing. You can leave it in the oven for a few extra minutes while you wrestle with the corkscrew or work out a knotty point of Hogswarts school policy with your seven-year-old and you won't end up with a main course that looks like a string of little shrunken heads, as you would if you were making, say, shrimp-pineapple-and-cherry-tomato kebabs—a lovely idea, generally, but just a wee bit demanding on the timing aspect.
There's also the grandeur of a whole fish, how it comes to the table looking lavish and extravagant, even if, pound for pound, it's actually much more economical to buy your beast whole. Get it gutted and scaled by your fishmonger, and there's little else you need to do.
It does help to have a good sharp knife around so you can make a few slashes on each side of the fish—three or four, depending on the size of the fish, down to the bone, so the fish will cook evenly without curling and the skin will crisp up. This also reveals the flesh so you can tell instantly if it's cooked all the way through, somewhere on the pearlescent side of just opaque, since it will continue cooking a little off the heat.