While they're both in the same complexity class, that doesn't mean they both have the same runtime. Quicksort is usually faster than mergesort, just because it's easier to code a tight implementation and the operations it does can go faster. It's because that quicksort is generally faster that people use it instead of mergesort.
However! I personally often will use mergesort or a quicksort variant that degrades to mergesort when quicksort does poorly. Remember. Quicksort is only O(n log n) on average. It's worst case is O(n^2)! Mergesort is always O(n log n). In cases where realtime performance or responsiveness is a must and your input data could be coming from a malicious source, you should not use plain quicksort.