If you look at a die photo of a 6502, about forty percent of the chip is taken up by what's obviously microcode, both by its regular structure and by the obvious need for such from the instruction set, which has some relatively long instructions that need to do half a dozen things in exact sequence.
But it's not a ROM; as explained in the answer to How was microcode implemented in retro processors? it's actually a PLA, which differs from ROM in that it "allows partial decoding, one entry can fire on different instructions. For example, all instructions loading the second byte as immediate share one single PLA entry (microcode line). In comparison with textbook microcode engines, this is equivalent to a kind of compressed microcode."
Such compression is obviously useful. Die space is expensive; reducing the space taken up by microcode means you can make the chip cheaper, or spend the space adding more features, more performance or some combination thereof.
As I understand it, later chips like the 8086 and 68000 use microcode of the conventional ROM variety.
Why did later chips not also use PLA's and thereby gain the advantages of compressed microcode?