One of the 'killer reason' would be the use of "Prepared Statements", which the native MySQL functions won't provide.

Another one is, you can use more than 1 database type when you use PDO as it is a abstract layer. That is, you can use MySQL db or SQLserver, etc.. and only needs to change the connection string only. Whereas, native mysql functions are only for MySQL db.

Correct me if I am wrong.