The reason's that most DBA's continue to use xp_cmdshell is simple - it's easier. There are numerous examples on the web of how to get a directory listing using xm_cmdshell. I cut and paste, and voila! I have my routine. Using SQLCLR requires someone to know a different language, and all it's data access routines (Fill, etc.). So most DBA's will stick with what they know and since everyone's overworked, will not use something new.

BTW, I write and use SQLCLR for special mathematical functions that we write, so I have nothing against it. But I've been writing C/C++/Vb code since the 80's, and because I'm familiar with the algol-68 derivative languages, it's easy for me to switch back and forth. I don't think you can expect that of most people.