Chain is heavy, comes up dirty, has no stretch and often requires more than just a cleat to make it fast, especially if you want to include some elasticity in the rode.
In the pic below, when is the chain doing work?
At B, the chain and anchor are sharing the load.
At C, the anchor is doing all the work, whether the rode is chain (w/ snubber), cable or nylon.
I'll be the first to admit that chain aids in setting - drag the anchor horizontal to get a good bite - as in B. But modern anchors set quickly even without a horizontal pull, at least my Rocna does at ~3:1 without any chain. Then, if we're expecting enthusiastic overnight weather we might scope out to 7:1.
When I anchor overnight or expect the boat to be left unattended, I like to think about the C scenario. A gust or surge can take all the catenary out of the rode. In the case of all chain, this would mean I'd need a snubber to prevent overloading deck fixtures. That same snubber is going to complicate things if there is any reason to want to quickly retrieve the anchor - like it's dragging and needs to be reset or another boat dragging down on me in 40 mph winds/rain with green water coming over the fordeck.
And c'mon, who really needs to be dragging nasty chain over the gunner after spending a few hours on the sand bar or off the beach?
My point is, if chain makes you comfortable, fine, I might even consider it if I was leaving my boat unattended for a long period of time anchored in coral or sharp rocks, but normally I see the rode daily because I don't spend weeks anchored. Also, if you need help in setting your anchor then chain is good, but if you expect any amount of chain to be of benefit in extreme conditions I think you're fooling yourself. And the inconvenience of any chain with the belief that it makes you ultimately safer...well, that's hard for me to swallow.
Caveat - my experiences have been with boats less than 35', so if you've got a bigger boat YMMV.
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