With all due respect, I sourced and added the link to Sheldon Brown's article which concludes by offering a direct answer the thread title question (extract pasted below).
Since
@Yellow Saddle 's June 2017 post (#6 on Page 1) provides an answer, all the rest is 'chat': beneficial chat, some of it anecdotal.
I'm not sure what you really mean by "anectodal"
Why the change to threadless design? Oversized and threadless headsets have a number of benefits, some of them to the rider, others to the manufacturer. Let’s look at the advantages of doing without threads. Oversized headsets make for stronger forks and stems. This is primarily an issue for mountain bikers, who tend to crash a lot, and need stronger parts to hold up to the stress.Threadless headsets can generally be adjusted with only a 5mm Allen wrench, while threaded headsets normally require two large, bulky open-end wrench.The 1-inch size is adequate and safe for forks with steel steerers, but oversized forks can be made with lighter materials, such as aluminum and carbon fiber, reducing weight. Even when made with the same materials, the combination of threadless fork and matching stem will generally be lighter than a threaded system, due to the elimination of the stem's quill, expander bolt and wedge. The very fine threads used on threaded steerers are tricky and expensive to make. It is substantially cheaper to make a threadless steerer. Threaded forks haveto be provided in multiple lengths to fit different frame sizes of the same model of bicycle. By contrast, threadless forks are made in only one (long) steerer length, which can easily be cut down to fit a particular frame size. This offers a reduction in the number of stock-keeping units for repair forks, and also for aftermarket forks.
The down side: The major disadvantage of threadless headsets is that there's less height adjustment available without replacing parts. While you may be able to make minor height adjustments by interchanging spacing washers, significant changes in handlebar height will require that you buy a different handlebar stem or adaptor. While traditionalists may bemoan the change, it appears that the move to threadless headsets is inexorable, since they offer so many advantages to the manufacturer - and even a few to the rider.