Why The PL-259 (with its SO-239 mating socket) is the classic "UHF" connector, a threaded screw-on design that handles high power and is the standard fitting on most HF and VHF radios and amplifiers. Despite the UHF name, its impedance is not well controlled, so losses and mismatch rise above roughly 300 MHz. For the HF and VHF bands where most hams operate, it is rugged, cheap and perfectly adequate.
Watch out The microwave choice plays on the misleading "UHF connector" nickname; for those frequencies you would use a constant-impedance connector such as type N or SMA. A PL-259 is neither watertight (outdoor joints must be wrapped or sealed) nor a bayonet type, which describes the twist-lock BNC.
PL-259 = "UHF" in name only: use it at HF/VHF, use type N when you go above a few hundred MHz.