Because I don't care for reading the error messages in a terminal as much. Nor do I care for setting up more stuff when my build process is already: alt+tab, F7 (F5? been a while), read errors, alt+tab, continue coding.
Not a fan of vim or emacs, then? :-)
Both of them let you build (and get errors in your window, with jump-to functionality).
Make: Just use a makefile that builds everything in the current directory. Set it and forget it.
You probably have a good set-up that works for you, so the following observation is for the benefit of the world at large:
It's been my experience that the benefit of using the traditional tool chain is that it's available everywhere, and works the same everywhere, and you know and can diagnose any kind of happening.
IDEs are rather more hit-or-miss on that, and the "helping" they do is, half of the time, not actually what you'd have wanted had you done it yourself.