Mana-less
Easier last hitting with Q
Sustain for days
Built in Tenacity
Mixed damage steroids(W gives a good chunk of AD).
Continuous damage with E.
Sion has stronger CC and engage. But that's all he really has over Mundo when it comes to tanking. If you don't need the CC you should be taking Shyvana or Mundo. Situationally Trundle works too(mainly vs Shyvana and Mudno).
Sion can overall be ignored as a tank as long as you can avoid his abilities. His main threat is his CC which are overall unreliable and better as follow up CC's. If he is your main source of CC you're going to have a bad time. Sion will perma-slow a target while having enough MS on his ult to keep up from being kited, while recovering HP, while doing quite a bit of easy to land damage with his Q, while providing sustained damage with his E.