One main advantage is that its more extensible, like there are a lot of plugins and addons which make things even better (like a live chat box, paypal donation tracker, etc...) and a lot of other things to improve experience, you can check the XenForo Resources page ^^
(and in my opinion, it looks muuuuch better than MyBB)
(and in my opinion, it looks muuuuch better than MyBB)