That you can start a new character with (almost) no preparation. With some games you'll have to grind a new character for hours to get to a point where people will take you seriously, and then if you don't like the RP idea you had, too bad you wasted all that time. Here you can just make a new ship in about 10 minutes with a code to your bank, and if it turns out to be a bust, sell the ship and get a bit of your investment back
Also Freelancer is a decent platform for RP.
Pretty much why I keep coming back. You can be almost anybody.