xorg is a old implementation of x11, which is basically abandon-ware right now. No one is adding feature to it, testing it, or fixing security vulnerabilities. It also lack some common-sense security feature: for example every program can get every input (keyboard and cursor location) without root, so a key logger is trivial to implement in xorg.

Wayland is newer, with more features (reasonable multi-monitor support, one-to-one gestures, etc). But many application framework and hardware have poor support for it, because it is slightly newer (developed on 2008, so not that new any more). Notably, electron and nvidia are typically the worst offender, like everything on linux, but both has come a long way.

I have wayland on my laptop, since one-to-one gesture is a must for me, and I present quite often using that laptop. My desktop is on xorg, since I have a nvidia GPU and use quite a lot of electron app.