1. They are very small
You wouldn't have any trouble with them jumping on visitors. With a dog, they will jump all over your guests and lick them. That is not a very good first impression to new guests.
2. They are not loud
Have you ever had a neighbor with a loud dog and was like, "UGH when is this going to END?" Well, you or your neighbors won't have a problem with that if you decide to get a hedgehog.
3. Easy to Bathe
Have you ever tried to bathe a dog? And when they get out they shake and get soap everywhere? When you have a hedgehog that will not be a problem because you just have to scrub it with a toothbrush. While the feel won't be great, it is more efficient than bathing a dog.
4. Cheap Food
They eat crickets and worms so you might want to look away when it is about to eat. But it is really cheap at around $6 for about 50 crickets.