A magnetic sweeper helps to reduce the risk of a person touching any sharp metal objects that have been dropped. A broom would require you to come into close contact with the ferromagnetic material.
Also, a regular broom does not guarantee that all of the material has been swept up. This is because a broom has no way of attracting the material to itself. A magnetic sweeper, on the other hand, attracts everything ferromagnetic, ensuring that all of the small pieces of dropped material are collected.