Performance - a server and database such as SQL Server might be able to be better tuned to perform with Data Warehouse structures such as cubes and star schemas, thus getting better performance that a mainframe. Or, SQL SErver on Windows/Intel might be flat out faster than Oracle or DB2 on whatever mainframe OS.
Corporate strategy - Examples: 1. We plan to grow by acquisition so plan on having many disparate data sources over the next few years. 2. We plan to consolidate all computer operations in one location over the next 5 years. We plan to outsource ATM and ATM reconciliation. 3. We plan to offer Data Warehouse/BI services to our customers and help them cross-sell their services to other customers of ours who are not familiar with or are not using their services. 4. We plan to grow overseas and thus prefer to stay with open source databases and operating systems. 5. We expect the government to apply new restrictions on data privacy and security and believe we can save money by going with a Microsoft solution (or mainframe solution). You get the idea.
With cost, remember that there are initial costs (purchase, start-up, conversion, training) and then ongoing/recurring costs (license renewals/support contracts, staff salaries, etc).
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The trouble with doing something right the first time is that nobody appreciates how difficult it was - Steven Wright