Just try to compare the insertion loss of a 0.085" coaxial line against the same length of a waveguide: at Ka-band (3 GHz), the loss ratio is 3...6 dB or more. If you generate a costly power to be transmitted fro a TX to the antenna, it makes not much sense to utilize only one quarter of it.
Similarly, in radar systems one needs a low line loss from antenna to the receiver, to lower its noise figure. The same principle governs the microwave part design.
Klystrons and magnetrons and other vacuum tubes are still more efficient at high power than solid state devices. Also their life is good; if used in satellite transponders, vacuum tubes are less vulnerable to radiation and overheating.
Modern MMICs offer nice parameters, like power and noise figure AT THEIR PORTS. In a system, transmission lines must be used, and nominally in radar, waveguides are much better than coax or microstrip if the distance is ~ 1 ft or more. High-power ferrite switches, ATRs, etc., have been designed for waveguides for the best results.