Open circuit is wonderfully simple. You breathe what's in the tank on your back. As long as you know what's in that tank (and getting carbon monoxide or other toxic things in your gas IS a risk) then that's what you breathe, and while your regulator is working, life is good.
Rebreathers, which come in a variety of designs, all share one problem: The gas you are breathing has the possibility of not being anything like what's in your tank/s, and may vary from those contents in ways that are dangerous to you. Therefore, rebreathers require a degree of vigilance from the diver that is well in excess of what's required for the same dive on OC.
In addition, the setup and breakdown and maintenance for at least the rebreather I'm familiar with is WAY more than my OC gear. And you must always carry gas to bail out to OC with, anyway.
Rebreathers have advantages, which is why people use them. The lack of bubbles is appreciated by photographers, who feel they can approach sea life more closely. The extension of gas supply is appreciated by people doing deep or long dives, or traveling to areas where getting OC fills is a problem. The small amount of helium actually consumed is a bonus for people doing technical dives using expensive, high helium mixes.
Closed circuit rebreathers require retraining your buoyancy control reflexes, and at least my first dive on one was quite humbling.
For my money, unless the dives you are doing shift the equation, OC wins hands down for the vast majority of divers.