It seems to be personal choice of the Director
For example James Gunn used REDs 8k Weapon digital camera when filming Marvels Guardians of the Galaxy Volume 2
James was in fact asked the opposite of this question In this interview
"I also get a lot of folks asking why we chose not to shoot on film, and it's assumed we aren't doing so because of the expense," Gunn wrote, before explaining that on films with budgets this big, the savings is negligible in the grand scheme of things. "For me, it's an aesthetic and creative choice."
Gunn went on to point out that many filmmakers use digital formats only to end up trying replicate the look of film, which while it has his place — "some of the most gorgeous movies of 2015 have been in that format," he wrote — can sometimes be a result of filmmakers trying to recapture the nostalgia of their youth. "For me, I'm interested in being one of the many who help to create a new kind of magic that will usher the cinematic experience into the future," Gunn wrote. "What will the children of today think of fondly with nostalgia?"
Some filmmakers appear to have an almost snobbish attitude when shooting on film compared to digital.
Quentin Tarantino for example from the same article:
filmmakers like Quentin Tarantino often make that film is the only one "true" capture medium. (Tarantino even refers to digital projection as "HBO in public.")
Tarantino's actual interview where he says that can be found here
Christopher Nolan also suggests it's a personal choice.
Others, like Christopher Nolan, are careful to frame it as an issue of personal preference, and shooting on film certainly does lend their movies unique visual characteristics and warmth.
There are also differences in the way that the films can be shot when using digital.
Even the limitation of having to shoot in relatively short takes — Gunn mentions that when shooting film, he can only run the camera for 11 minutes at a time, while on digital he can keep rolling for up to an hour — changes the way in which a movie can be made.
Also Dr Strange was filmed on both 35mm AND an Arri 65
"We do some pretty crazy things with color throughout the movie, and I think it’ll be Marvel’s darkest movie. We shot part of it on 35mm in Kathmandu, and the rest on Arri 65, so we have a very specific, rich look.”
The mix of medium is obviously something the director thought was needed to give the unique, rich and dark look of the movie.
Some directors may just stick with "What they know", where as others want to push the boundaries of what it possible.
Some just prefer the way film "feels".
Some make the choice to shoot on digital due to budget constraints.