As SSR is great where you need high frequency or many switching cycles (usually go together!)
An SSR needs heatsinking and much more space than a mechanical relay. SSRs are very sensitive to over-voltage and sustained over-current.
A mechanical relay is a very compact way to switch a large amount of current. Mechanical devices (contactors) are the only reliable way to switch multiple phases or circuits within a known time. They generally don’t require special cooling considerations (almost all the heat comes form the coil).
Mechanical relays are the only way to achieve functional interlocking (for example motor reversing).
The failure modes for both are different, as well.
In my experience, cheap relays out perform cheap SSRs when reliability is important (except for high frequencies). For high speed, good SSRs outperform mechanical relays every time.