Comparing to incandescent is quite disingenuous. The bulbs just cost too much today, and the heat problems (i.e. much lower lifetime) are not fully solved, they work in some fixtures and not in others.
The LED has no advantages over the CFL, just extra cost, with no benefit.
The mercury vapor in CFLs is not very dangerous, it's elemental mercury which is not especially toxic, you need continuous exposure over a long time for it to cause any problems. One CFL is not going to do anything bad. How many CFLs do you break anyway? I've never broken a hot one, only a cold one that fell of the shelf, and cold ones don't release any mercury at all.
Buying an LED is an easier sell these days since the price has gone down, and the brightness has gone up, but I hope you did not avoid CFLs before now - that would have been very shortsighted.
So new installations get LED, but old ones are not retrofitted.