Why do we still use SDS-Page when we have other technologies like Mass Spec?

You are comparing two entirely different tools. A PAGE does separation, whereas a MS is basically a m/z analyzer (if we ignore specialty things like ion mobility). It does not really do any separation by itself. In fact, a common workflow is to couple SDS PAGE with subsequent MS for protein identification.

It is easy to judge the progress of a protein purification by SDS PAGE, but I don't view mass spectrometry as a good tool for that application.

Actually, if you couple it with LC (or even without if you have low complexity) it is a much better way to judge purity. Takes a bit more work, though.

The answer is price. SDS-PAGE is waaaaay cheaper. Fun fact - LC-MS systems cost a fortune; one can buy himself a good house on such money. From this also follows an issue of sample preparation - one doesn't care if sample is 'dirty' while conducting SDS-PAGE, mistakes are cheap. It is not so in the case of LC-MS, where care must be taken to provide only 'right' samples.