There are things you can’t do in MSP such as single-sample delays. May not sound like much, but it’s the building block of most filters. There’s no way I could have efficiently built my ladder filter object in MSP. (technically, I could have wrapped it in a poly~ and upsampled the bejesus out of it, but this is really impractical)

BTW, there’s this thread:
http://cycling74.com/forums/topic.php?id=37378