Semiconductors are stackable to get higher voltage. They're parallelizable for more current.
Cost scales linearly with voltage and current, and is therefore constant WRT to system power.
Thyristors require you have at least one transformer operate at AC line frequency (50/60Hz). That costs a lot, since you need enough steel to store 20 milliseconds of your total power as a magnetic field. Thyristors are on-off devices (like most semiconductors when used for power conversion), but cannot turn off without zero current, which precludes a bunch of high frequency designs which are better for harmonics and weight-of-steel.
Overall, they were a popular choice in the 90's and 2010's, but I don't think we'll see any new designs installed with them.
I've never heard of MOSFETs being used in extra-high voltage systems, but I have not been following the industry for a while. Do you have any links? I've only seen IGBTs or older technology used.