They don't leak (unlike alkalines), they don't take as long to recycle the flash (unlike alkalines), you can overheat the flash unit with NiMH (but you can, too, with alkalines! -- you merely have to exceed the consecutive flash count cautions of the flash manufacture. )
About the only downside is the initial higher purchase price -- but the lifetime cost is lower than running down alkalines and replacing them all the time!
Lithium batteries are only 'better' because lithiums have a 10 year shelf life, whereas NiMH (the conventional type, not the long lasting ones) self discharge in about 90 days, but lithiums are not rechargable and cost a lot more than alkalines. (Lithiums are great for emergency batteries because of the long shelf life.)
Note: 'lithium' (1.5v) is not the same as 'lithium ion' (which do not come in 1.5v version)