Among all the forms of lyrical poetry, the sonnet happens to be the most disciplined and condensed. It is a poetic form consisting of fourteen lines, and having a precise structure with a more or less specific kind of rhyme-scheme. So if a poet prefers emotional as well as artistic restraint, the sonnet form might be his/her natural choice. The dramatic monologue is a sort of dramatic solo speech spoken by a persona at a moment of some intense emotional/psychological crisis, and addressed to a silent listener. This form is therefore very situation-specific, and shall not suit all occasions/moods. The ballad is also a very typical poetic form that usually tells a story, and often tends to be rather longish.
Hope you can understand why the sonnet is more universal and more artistically challenging than either the dramatic monologue or the ballad.