Some GSM phones have serial ports that let you send SMS etc from a PIC or similar.
GSM phones are made in huge quantities and so they are very cheap. Also there are often old phones sold below cost when shops want to get rid of them to make way for newer ones.
GSM modules are not made or distributed in such quantities.
I make vehicle tracking devices, using GSM modules. Even when we buy 100 or more at a time we pay more for the module than for a cheap GSM phone from a shop. The GSM module is much easier to fit onto a PCB and we will be able to buy the same thing for some time to come. The firmware on the GSM modules can be upgraded and new versions come along every now and then.
Some vehicle tracking devices use complete GSM phones or circuit boards from GSM phones, but they are not as small and neat, and they soon end up using obsolete GSM phones.