The benefits of CF only matter to professional photographers. CF cards have more robust packaging. High-end CF cards have higher transfer rates. Interoperability is almost zero, since only semi-pro and professional DSLRs use them anymore. Size is much larger than SD cards.
SD cards are find for the general population. Interoperability is high; cameras, phones, TVs, PMPs, etc. have SD card slots. Packaging size is much smaller, which translates into smaller devices. Smaller packaging also means lower cost. They are less robust and easier to misplace.