IMO- if you like or admire them.... simply, why not?
Anyways, will agree with others that they have much more personality than chickens. If hand raised, they can bond much stronger than chickens do.
You think they are beautiful as is.. wait until you have a trusting peacock fanning and going through the courtship motions just mere feet away from you to truly appreciate their beauty, so much more detail, shades, sounds you may not have been aware of previously..
Financially, adult peafowl eat MUCH less then other poultry & waterfowl.. pen of 5 chickens will eat in a day or two that lasts a pen of 5 adult peafowl about a week. Eggs or chicks of some colors will sell for fair amount, which can cover the feed cost at least. The con may be requiring much larger pens which can get expensive but then again, should be able to eventually make even by chick/juvenile/egg sales.
My childhood home was in a very rural area with just 4 neighbors. Lots of wildlife including snakes/rattlers. Before peafowl, we would see all sorts of snakes very often, including rattlers on the porch and patio sometimes. After peafowl, simply saw way less snakes and barely saw rattlers at all.. while the one neighbor who hated birds & encouraged his kids to chase and throw stones whenever they saw any continued to find snakes/rattlers frequently in his yard... our peafowl didn't kill the medium-larger snakes, just harassed and bothered them until they moved out.