ATL's forte is in the development of components but not necessarily in the use of component's. Here are some of the reasons for using ATL instead of MFC:
ATL provides dual interface support as part of its basic implementation. MFC requires a lot of additional work to add dual support.
ATL provides support for all of COM's threading models, in particular the free threading model. MFC does not and probably will never support the free threading model because MFC is thread safe only at the class level.
ATL does not require MFC's 1 meg runtime (MFC40.DLL). This isn't necessarily an issue because it is present on most systems, however it definitely increases load times for your component.