Picture the arrivals hall at Belgrade Nikola Tesla Airport. You can join the free airport wifi, but that signal stops the second you step outside to find a taxi or a bus into the city.
With a local SIM, you have to hunt for a kiosk, show your passport, and swap out your home SIM card. With pocket wifi, you may need to wait at a counter to collect a device. A MegaEsim eSIM is already loaded on your phone before you fly. It picks up the Telenor signal as soon as you arrive, so you have data while you are still walking to the parking lot.