for me it always depends on the city i'm in and how much baggage i have. i would never take the HEX in London because I was living by Victoria so the Piccadilly/District lines only took about 10 minutes longer than the HEX and transfer to the tube. That being said, depending on baggage and time of day, I can see why some might want to take the HEX.

i opted to take a cab to CDG from central paris yesterday because we were going at rush hour, had lots of baggage, and have had unpleasant experiences on the RER previously. for me the extra cost was justified.

i think people also make vastly different (and less rational) choices when travelling on other people's money. my co-workers always thought i was crazy to take the tube to LHR when travelling for business when i could have used the car service which charges the company £50.