UDP doesn't implement:
- Reliable delivery
- Ordering
- Congestion control
- Flow control
...and a large list of RFCs that I'll never ever read.
If you are delivering a document (like a webpage or an API response), or transferring files, you want these things.
If you are doing real-time stuff, like video, voice, real-time games... and you just need the most recent information, that's where UDP shines.