I will expound on my reasons from three directions.
Firstly, the emotions expressed in essays are always more genuine than those in fiction. I know, fiction is often based on real stories - David Copperfield was an autobiographic novel, for one - but in most fiction, the plot is removed from reality to some extent. There are usually attempts at creating tension, drama, conflicts and sentiments that are not really genuine. Even if the work of fiction is aimed more at realism than at romanticism, there is bound to be some element of falsehood in the sentiments expressed. In essays, however, the true sentiments of the writer flow directly from the pen, and we often see them encoded in the text in interesting ways.
Secondly, opinion essays are more effective at conveying opinions than fiction. Now, I know the argument that a story might pack a more powerful punch than an essay, but think about it. 1984 - did it sound far-fetched to you? Did you read it more as a thriller, and less as political commentary? Personally, that's how I read it. I think I'd be far more easily convinced by an opinion essay that is well-structured, coherent, logically sound and factually based. They are far better at having these qualities. There is far less room for mistaken interpretations or whatnot.
Finally, essays are more compact. Fiction is often long and drawn-out, with much unnecessary dialogue, details of scenes and actions with no real significance with regards to the message intended by the author but must be presented for completeness... These things make novels and short stories less 'short and sweet' than essays. With essays, you discard everything that is not related to the main idea of your passage, and leave only what is important.
Some might find fiction more intriguing because it expresses ideas in a subtler way, such as refraining from telling you directly the moral to be learnt from the story. I'd disagree. Essays can often be subtle as well. Many essays in Classical Chinese are extremely subtle about their messages - Liu Zongyuan's travel essays, for example. Decoding them is a fun and meaningful experience. With fiction that also happens, of course - but it will take much more effort to unearth the messages encoded in the story by the author. Compare Liu Zongyuan with The Scholars and you'll see...
While essays may seem more real they can, only take you back in time. They can't take you to another world. Or make your mind wonder how anything as big as say, a dragon stay airborne. Humans create many things, however my favorite thing we've created so far is fiction. However essays have their place too. For us to have a balanced media we must believe their are other things out there besides us. As well as we need to be able to tell what's real and what's not. They both must be seen as important, I like Diqiucun_ Cunmin's (sorry if I misspelled your username)argument. However they're dismissing the importance of fiction, clearly this person has a very strong opinion about this topic.
An opinion which I respect but do not agree with. Yes fiction is very descriptive but that's what makes it captivating. It's like you're living in another person's skin. Experiencing their troubles, and fighting their battles. Other times you can feel like you know that person so well, you could finish their sentences. Clearly this person does not see that, or just is reading the wrong books.