Actually, why do so many people still use :wq? Vim has :x which does the same thing and saves a keystroke and saving keystrokes is what Vim is about, right?
Personally, I just use :wq because muscle memory and that I sometimes find knowing the last time I even opened the file in an editor is a useful thing to know.
nmap <C-m> <ESC>:w!<CR>
nmap <C-n> <ESC>:q<CR>
nmap <C-l> <ESC>:q!<CR>
This is much better. Ctrl-M followed by N does a fast :wq(1) The difference is small, but one could argue that shift-z shift-z are more like 3.5 clicks, while shift-dot x are certainly 3 clicks.
(2) People are used to do a colon before an actual interaction with the editor instead of the text.
(3) taste. Even if one argues that both has the same effort then taste is the final decision and there people can be different.