Because fingers get tired and, in the case of women, the object can go further inside than her fingers. Depending on setup, she can go hands free, too.
Sticking a dick in a vacuum cleaner is not a proper comparison because most of the dick is protected by skin and even the glans will mostly be fine with the same dirt/contaminants that you can wash off your skin.
Anything that gets inside your body represents a much greater risk of infections. A better comparison would be to a man pretend sucking something or sticking it up his ass.