The sole reason the IE team left ActiveX in desktop IE was for backwards compatibility. It wasn't about choice. When I'm in tablet/metro mode I don't want to switching context between desktop and metro. In metro IE if I've scrolled way down my Facebook news feed and found a video I want to play I have to find damn button, get thrown to desktop IE and scroll back to where I was in my news feed. What PITA.
ActiveX was introduced into the browser in order to make websites more interactive. Remember that when ActiveX was first introduced webpages were white with black text and you had the <big> and the <blink> tags to help you make text extra special. There simply wasn't a way to do any animation or complicated stuff in the browser, and ActiveX filled that gap.
The web has moved on a lot since then. Most ActiveX controls have died out, leaving browser helper objects which were never that great for users, and certainly didn't help your browser, Adobe Flash (which is mostly superceded now by HTML5), Adobe PDF (why do you want to open that in your browser instead of downloading it and opening it properly again?) and Java webstart - which only really qualifies because it's installed on loads of machines. The only websites which seem to use the Java ActiveX objects are malware, so I'm not sure it should be enabled.
There's also the line of business ActiveX controls which are still kicking around like Citrix.
Microsoft's decision to remove ActiveX controls from Metro IE is about making it clear to web-developers that now is the time to start moving away from flash and moving towards HTML5, and about slowly reclaiming Microsoft's browser from buggy and slow plugin vendors that are tarnishing Microsoft's reputation and IE's market share.
It's massively inconsistent for users to keep having a go at IE for being slow, unstable and prone to exploits and then to shout them down for trying to remove IE's #1 cause of hangs, crashes and vulnerabilities by shutting off ActiveX - particularly when all of the functionality you've lost is still there - it's just you need to click the "view in desktop IE mode" to see it.