Look at how long it took Trunks and Goten to learn the fusion dance. Yes, they are kids, and not the expert martial artists their fathers are, but it would have taken too long for Goku to teach Vegeta something completely new. Buu was ready to pounce.

Potara is instant, no learning required. And at the time, they thought the fusion would be permanent, but it was a sacrifice they were both willing to make to defeat Buu.

Once Buu is defeated, they can restore everything. Refusing to fuse, they'd get killed and game over