An essay or lecture is usually the sound of thought having happened, then polished up so the result is clear and the process of getting there is no longer visible. Ordinarily that’s good. If you know what you think and want someone else to know it, explaining it straight out makes sense. But if you want to provide a model for getting there—for what to do before you know what you think—a dialogue is ideal because it illustrates the process of figuring that out.