As other posters have pointed out, different shaped breads have different textures because they cook differently, so there is a flavor aspect to preferring bread with a hole.

But I wonder if perhaps historically there might be a convenience aspect too. In Turkey there is also a bread with a hole called simit, and over there street vendors sometimes thread the breads on sticks or with string to carry them around. I think there is a Middle Eastern bread like that too. That makes more sense to me than carrying a bag full of hot, fresh breads without a hole, especially in warm climates.