Because typing on a electronic device is not always possible, nor desirable. Let's say you're reading a book and want to take notes, or you're learning and write the stuff down to remember it better. Or you need to write down an adress fast.. a pen is always faster than a multimedia device! It's also not distracting.
A pen is only faster than a multimedia device if you happen to have:
1) a pen
2) something to write on
3) no working media device to use.