The original gyro instruments were driven by "vacuum generators" (a convergent/divergent cone pair in the airflow behind the propwash) which could be relied upon to produce "vacuum power" as long as the engine was running or the aircraft had airspeed - far more reliable than a separate pressure pump. The later instruments may be powered by manifold vacuum, but it's a similar reliability thing - as long as the engine is running here will be manifold vacuum; it's not dependant on a separate pump and its drive belts/gears/pixies to keep working.
Of course it's also cheap and light, and that helps too!
PDR