Veigar has a bigger radius he can control with his cage, does a ton of burst damage, and infinitely scales to become a one shot monster.
Syndra is required to hit several skill shots, have the appropriate setup to get a multitarget E stun, and needs setup inorder to get a maximum damage ult, and does DPS damage over straight up burst (lots of fucking DPS at least.)
There are benefits to picking vei over syndra, such as being harder to catch out, easier to punish player mistakes as, and more teamfight control with one shotting somebody and having the rest CC'd. With syndra, she needs to get some DPS off for 7 spheres, land a good stun or find a decent follow up, kill 1 target and then DPS the rest of the team which may or may not kill her since the team can likely turn without the huge ass cage.