One of the main reasons are the fees, for me this is very important as this way I am having the most effective trades for my money!
Primexbt 0.05% fee vs Bitmex 0.075% fee
Leverage with up to 100x on 5 pairs - BTC/LTC/ETH/EOS/XRP vs Bitmex 100x leverage only on BTC.
Bitmex deposits limited to BTC - Primexbt offers BTC and FIAT through Changelly.
Design on Primexbt is a killer and it is dark - it looks modern and stylish which is very important for me as you sit long hours in front of the monitor - compared to the gray style of Bitmex as if it is a platform from the year 2005.
Those are the main reasons I migrated to Primexbt!