Flying in Europe, it is about a 50/50 chance as to whether you get on the plane from a jet bridge or you take a bus to the plane parked on the tarmac. In contrast, most US airports have jet bridges, even when the plane is small unless it is a very small airport.
Why?
I mean, it’s cold or hot and noisy out there, plus the exhaust. Much better to walk down a hallway.
JK
Everyone else has given reasons, I just know that I’ve boarded via the bridge every time, but one. That one time was at SJC (San Jose, California) about 20 years ago. Normally, back then I flew out of SFO, which was all jet bridge AFAIK.