^Some of the .22 shorts are pretty hot little rounds for what they are, and are consequently pretty loud.
CCI subsonic shorts moving at like 710fps, they are quiet enough to be able to get a few shots off on some squirrels if they don't see you shooting at them. Sound is about like an air rifle.
Frankenmauser mentioned the extra capacity. When I load my Henry with shorts, I can put 21 rounds in it. I like .22 shorts for the reason I can put a whole lot of them in my rifle.