Greater bearing accuracy.
Under military control - (they can put them where they want them, without having to co-ordinate with civilian authorities).
No need to de-conflict with VHF VOR frequencies - the military need total control in war or limited war situations.
You can put them on a ship (VOR needs a level mown field and a permanent installation).
You can deploy them tactically. A team of 6 soldiers can put one into a forward battle area unprepared field.
Don't have to put out NOTAMs every time you start one up or switch one off. No need to tell civilians at all, if you don't want to.
Can switch them on and off at times that favour your own side, but deny them to the enemy.
The enemy won't have TACAN receivers, but they will have VOR receivers.
And lots of others. The military see a bigger picture than just compatibility of kit.
TACAN does not have a greater range - it's line of sight, just like VOR.
I don't know of any civilian aircraft with TACAN fitted. I would be surprised if there were any, other than those on military contracts, but I may be wrong.