Water ice is heavier than dry ice, and when it melts the water has to be dealt with. When dry ice melts, the byproduct is easy to handle.
Technically, dry ice doesn’t melt, in the sense that it moves from solid to liquid. It sublimates, going directly from solid to gas.
Kind of like Al Gore ... if you consider blubber a solid.
Yes. I know. I was being facetious. First World Problem, not being able to have your ice cream. ;)