Thyristors require you have at least one transformer operate at AC line frequency (50/60Hz). That costs a lot, since you need enough steel to store 20 milliseconds of your total power as a magnetic field. Thyristors are on-off devices (like most semiconductors when used for power conversion), but cannot turn off without zero current, which precludes a bunch of high frequency designs which are better for harmonics and weight-of-steel.

Overall, they were a popular choice in the 90's and 2010's, but I don't think we'll see any new designs installed with them.