This is not really true, a hen is not the 'right temp' she is actually too hot at about 102° -103° body temp and has to constantly adjust herself to maintain the proper incubation range (granted they do a knock out job of maintaining temp with what they have) but in all reality a good incubator does a better job of maintaining a steady temperature at a constant level over the entire incubation period... Same with humidity, a hen has pretty much no ability to alter the ambient humidity of her surroundings, if it's 95° and rain with 100% humidity for a week, then the eggs under her are sitting at about 100% humidity as she has no real means to lower humidity, and the reverse is true partially true, in low humidity situations she can (and a good broody will) raise the humidity of the eggs by dribbling water out of her beak onto them, but in either case you can get much better humidity control in an good incubator...
And last but not least, hens don't always know when the hatch is done, they have little sense of time and are most certainly not aware of the passing of 21 days... Most will sit on the eggs for a few days after the first chick(s) hatch and then abandon the rest... This is why you can keep a bird broody for extended periods of time by simply not allowing the eggs to hatch under her...
Now don't take the above to mean that a hen is an inferior hatching method, quit the contrary as there are a lot of factors that come into play and the blunt reality is that eggs don't need ideal conditions 100% of the incubation period to hatch and thus even with a hens inability to control temp and humidity perfectly it doesn't matter in the end if she was able to maintain it within safe levels and averages...
We simply get to fixated on the numbers we are told to run incubators at, those numbers are just averages that have been found to work well, they are guidelines not absolutes...
Now back to the original question, there are a lot of variables to consider...
The biggest one for me is that I get eggs at random times throughout the year in varying quantities, and most of the time I don't have a broody hen standing by on demand to incubate but I do have an incubator that can be ready near instantly... Also I do a bunch of altered hatch dates, this year I was hatching out chicks every few days and had a steady rotating 20 or 30 eggs in my incubator at any time all summer, doing that with a broody hen is simply asking for disaster... And second I don't like variables I have little power over... For example if the broody hen just deciding she isn't broody anymore and abandons the nest, with an incubator I have redundancy built in, if the power goes out I have battery backup as well as generator backup, if something breaks I have every spare part I need to repair it... But, trust me there are days I wish I had a bird doing all the work, but I'm not ready to take on that risk of uncontrollable variables...