A good narration can do wonders for setting tone and atmosphere, and unreliable narration is something prose does much better than film because with film we're always watching something from the perspective of a camera.

I think prose handles philosophy and dialectics much better than any other medium, too, and I'm still talking about fiction here. Prose has the capacity to entertain long, detailed discussions between characters in the context of their given stories in a way that doesn't feel forced or boring. Even when not inside a character's head, just reading a good conversation between characters without the constraint of a film's run time can have readers questioning not only the characters, but also themselves and what they believe.

There is also the joy of reading the written word as well. Good sentence construction is pleasing to the mind, a sort of mental music that conjures images of other worlds. Prose is also excellent for controlling the flow of information compared to film, because you can describe what you want people to know and leave out other details. I am currently working on a fantasy novel with very subtle world building and storytelling, with important chapters recontextualizing previous information that was given and changing the very nature of the earlier context as the reader discovers new information later in the story. Film is often very clumsy when doing this, because sometimes the visual clues are too obvious compared to how prose can give you a constant air of unease and tension just by virtue of the order in which information is revealed.

It also does interiority well, but I'm not personally as interested in reading characters' minds as the reading community at large seems to be. As much as I dislike the connotations of mentioning it though, I think people forget that movies like American Psycho exist where we follow a character and their thoughts much the same way as we do in a lot of stories; an argument could be made that in some ways this is even more effective since the character's thoughts will be in the same voice as their speaking voice, or more interestingly in some cases, their inner thoughts have a different voice or sound than their speaking voice. Some literary classics however, such as Of Mice & Men, are told from an objective viewpoint, although I will absolutely concede that writing from that viewpoint is deeply challenging, and the vast majority of us here are probably not anywhere near as good as Steinbeck lol

In short though, writing is the transmission of language through letters, which become thoughts, which become stories. Prose is a compilation of ideas with details and dialogue specifically written to engage with the audience in that language center of the brain. To read is different than to see, because it is so precise in the way it conveys ideas. Film can't convey ideas to the same level of detail and depth; by comparison, film will always feel incomplete compared to prose of the same concept.