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Same reason some people choose to use Linux distros over Apple or Microsoft. Use Bitwarden over lastpass. Use GrapheneOS over iOS or Android OEM builds. Veracrypt over other encryption options.
Open source isn’t full proof. It’s not even guaranteed for something malicious to be found right away. But, with closed source it won’t ever be found, so there’s not even the possibility of discovering so it is fully dependent on faith. There’s no waiting game of holding off on updates to see if anything is discovered to hopefully protect yourself by not rushing to get the newest update right away.
It gives some people peace of mind that even though safety isn’t guaranteed that having the possibility to check in is better than nothing.