I started carrying with small pistols. After a year or so, I transitioned to full size or close to full size carry guns.
My state makes it easy to carry without having to worry about printing, but not all areas are the same. Some areas have much tighter regulations regarding printing and brandishing. If I lived in an area that made printing a illegal or at least a huge concern, then I'd probably carry smaller guns.
For some people, they just prefer to carry something that requires less effort to conceal. They don't want to dress around the gun all the time and that's a decision for every person to make on their own.