I mean, it’s cold or hot and noisy out there, plus the exhaust. Much better to walk down a hallway.

JK

Everyone else has given reasons, I just know that I’ve boarded via the bridge every time, but one. That one time was at SJC (San Jose, California) about 20 years ago. Normally, back then I flew out of SFO, which was all jet bridge AFAIK.