Ease of extraction and the resulting cost efficiency
My opinion would be that hydrogen is more easily sourced from water or organic compounds (which I presume to be fossil fuel derived) and hence be cheaper than gathering it from the atmosphere.
In the former case (i.e. water), hydrogen can be easily extracted through the process of electrolysis. In the latter case, with hydrocarbons, one of the ways is through gasification at high temperatures, though there are a few other methods of extraction from hydrocarbons.
Besides, gathering and separating hydrogen from the atmosphere will be time-consuming as it is not abundant at all in its pure form and is mostly in the form of water vapour. That will take a lot of time to gather a usable volume for electrolysis, instead of just sourcing it from a plentiful water source (i.e. lake, river, ocean etc).