The theory goes that multiple blade razors work on a lift-and cut mechanism. Each blade lifts the hair slightly, and the subsequent blade cuts its a little closer. For some people, not all, this can cause ingrown hairs and irritation. This is more of a problem if you have thick and/or wiry hair. This problem is vastly reduced with a DE.
Also, the propellants used in aerosol type foams/creams are not good for your skin (drying and, some say, toxic).
The other main benefit (for me) is that multiple blade razors clog if you try to shave more than a couple of days growth – this is not a problem with DE razors.
The bottom line is, if you are happy with your shave and your skin feels good then there’s no need to change.
FWIW I think that some of the benefits from using DE razors are they improve your technique – i’m sure if I went back to a cartridge I would get a better shave than I did before.