The main reason I prefer Nexus devices over other Android devices (e.g. Samsung, HTC, etc.) is that the Nexus devices get the quickest and latest software updates from Google. And this is important to me, not only for security updates, but the updates that bring in new features. I'm a tech enthusiast and always love to have the latest software (and hardware) running on my phone, computers, etc. The iPhone and Nexus have a lot in common when it comes to the speed of updates directly from Apple and Google, respectively. Other than updates, Nexus devices are typically phones that showcase what Google really wants Android to be. They don't add in gimmicky features like other OEMs (e.g. LG, Samsung) but just show off what is capable with Android as a whole.
I know there's a lot of people out there that couldn't care less about software updates as long as their phone does what they need it to do. But for me, and many people on this forum, getting the latest and greatest OS update on their devices is very important and that's why they go with a Nexus device. Right now, that latest OS update is Android M (Marshmallow) and us enthusiasts are clamoring at a chance to have it installed on our phones. I know it'll probably be another 3-4 months that my Galaxy S6 gets the M update. And at that time, it'll still be running Samsung's and Verizon's bloat and messy software "enhancements" that I don't care to have and don't add to the user experience. Thus why I've always been a Nexus fan.