Is it because we learn to write at such an early age (and never learn to type properly) that the mind-to-pen-to-paper connection is more visceral? In Nicholas Carr’s book The Shallows, he describes Nietzsche’s struggle with the new-fangled typewriter and its impact on his writing.
I confess I do both. The sheer efficiency of manipulating text in Word wins out when I know what I’m doing. For note-taking, scribbling, mind-wandering and pondering, the fountain pen wins out. My current weapons of choice are two 1980s Waterman Gentlemans. Crafted in brass, they have a pleasing weight in the hand without the ostentatious bulge of many contemporary pens. You can usually pick them up for between £50 and £100 on eBay.