I assume you're speaking of using fennel fronds, specifically. The fronds look a bit like dill, and are often used as a garnish, but certainly taste different than dill.
I think the main reason is that most people usually only get fennel fronds when they also buy a fennel bulb, so it's usually inconvenient to only use the fronds for a garnish when you're not using the bulb. Also, some people (my wife) just don't like the taste of anise/fennel at all. If you have it growing in your backyard, and you like the taste, there's no reason you can't use it.