Because a map always works, whereas a cell phone doesn't.
But most importantly, I am more comfortable using a map and understanding all possible routes at a glance. A phone has to be manipulated and if I hit the wrong button, I lose where I am. There's nothing at all wrong with the iphone for those who prefer to use it. I don't.
The one thing I do think is neat is where you can play a song and the phone can recognize it and tell you what it is. However, that isn't worth the hundreds of dollars and the monthly fee associated with it.
I think I can get around just fine with no phone, but my employer insists that I have one.