The general answer is that it is faster and cheaper, which most people prefer, but leave it to Japan to do it in an interestingasfuck way: https://www.wired.com/2013/01/japan-building-demolition/
I think in time this will be a preferred method as the cost of building materials keeps going up and this allows a lot more material reclamation.
*also cleanliness. demolishing is a serious mess and fouls the air, not something most people like especially when they are older buildings.
They are built extremely strong, so it takes a great deal of time to disassemble, especially to break up the concrete. (Have you seen how long it takes workers to jackhammer the road for just a small sewer replacement project?)
Collapse does an effective job breaking up the concrete into chunks in seconds.
There is no easy way to take them apart without damaging their structural integrity, risking an uncontrolled collapse that would be far more dangerous.
Also, it is just a lot cheaper to let gravity bring all that material down to you rather than going up and getting it.
It's unsafe for the workers that are disassembling it as it will make the skyscraper unstable.
Here's an analogy too to help you understand:
If you have a jenga tower, is it easier to take down every little piece one by one or just knock the tower down, collect it together and clear it.
Time, and the fact that you cannot take apart a skyscraper without making it unsafe for the workers to be doing it. It is far cheaper and safer to destroy it then clear out the rubble.