It's because the physical space demands something else. When you have full control over the design of the space, screens can be done correctly, and they can do things physical setpieces can't, like with the rising of the ships from the depths in Shanghai's Pirates. You can also have characters enter, exit, and animate in ways that are not possible for animatronics. That said, you can also get lazy and park people in front of screens, and screens can be used as a crutch even when wholly unnecessary. But I don't really have anything against them in principle.