The display is much nicer on the 14" MBP as compared with the M1/M2 MBA. If you watch movies & videos, look at graphics & pictures, or need a brighter display (for use outdoors, for example), you'll like the MBP much better. 120Hz refresh rate. Mini-LED backlight for incredible blacks.
I have a friend who's a writer. For him, the two most important things on a laptop are its display and its keyboard. CPU and GPU performance mean nothing to him, because this computer is only ever as fast as he can type. But because of the display on the 14" MBP, he chose it for his laptop.
And the display on the 14" MBP is almost a full inch bigger and gives you at least a bit more room for multiple windows. The 16" MBP, obviously, is in a whole other class insofar as display size.
If you need more than one external display, the MBP is for you. The M1 and M2 MBA can only support one display (this is one of the reasons I replaced my M1 MBA with a 14" M1Pro).
The speed of the SSD on the M1Pro/M1Max MacBook Pro is 2x that of the M1 or M2 MBA (and >3x the speed of the SSD in the base 256GB M2). Read and write speeds of >5000MB/sec! It adds yet another layer of responsiveness to the MBP over the MBA. Again, perhaps not mission critical for the casual user, but some people like things to be as snappy as possible nonetheless. On top of that, the memory bandwidth of the M1Pro is 2x that of the M2. So between that and the faster SSD, the computer will stay super responsive in situation where one may run out of physical RAM and macOS must swap portions of RAM to and from the SSD. For example, you open up TONS of graphics-heavy Chrome tabs and start hitting your RAM ceiling. Switching back and forth might eventually start occurring "slowly" on the M2 (though still way, way faster than on an Intel-based Mac), but will happen ~2x faster on an M1Pro or M1Max.
And none of these above has anything to do with the extra CPU and GPU cores as compared with the M2 MacBook Air.