rsync used to be quite a bit slower at some point. rsync optimizes for network traffic and quite often network capacity is abundant. not sure how much of an issue this is with today's solid state drives and fast CPUs.
OTOH there where issues with scp having a fixed tcp window size of 4k (not sure if this is still the case) which would slow down copies on networks with some latency.
sftp have none of these issues. i prefer sftp for most tasks.