Depends on the business but here are a few...
1. Google and Google Maps listings.
2. Professionalism. Anyone can create a Facebook page and call themselves a business. Having a website will validate the business.
3. Limitation. You don't have control over the potential client. You can't guide them through your business model. All you can do on Facebook is post limited content. A well made website will convert at a much higher percentage than a Facebook page.