Simple really, do you want an expensive lamp or a cheap lamp.
Nitrogen is dead cheap and works OK in lamps.
Argon is OK in price and lamps last longer and are more efficient than nitrogen filled.
Krypton is better than Argon but is expensive the tungsten filament will last longer and can run hotter and more effectively.
Xenon is very expensive and is better than krypton at allowing higher temperatures and better filament life.
All the same idea, maintaining the tungsten filament, just more costly as you go up the periodic table.
Anyway they will all be banned on energy efficiency grounds shortly so get them while you can!