Very large rockets accelerate much more slowly, requiring control when fins do not have sufficient aerodynamic force to be effective. This is evident watching the launch of the Saturn 5 moon rocket as it inches away from the tower. At that point, it's fins would be useless if one of the five engines malfunctioned in any way. The solution was to "gimball" the motors to keep net thrust in the intended direction. Without control the giant rocket would topple.
Fins do become effective as speed increases, which is why model rockets have a guide rail
for the first few feet. Larger fins towards the rear give more stable flight, just like airplanes,
but create more drag.
As the rocket progresses higher into thinner air, and eventually into space, fins again
lose their functionality and become dead weight.
So it becomes a question of what type of rocket is needed. The ones that stay in the atmosphere like the Sidewinder keep their fins, the larger rocket that goes into space may have fins, but needs thrust control as well.