I don't know of any other advantages of JavaFX over applets. Well, maybe, it could be that JavaFX is targetted at multiple screens, including desktop, mobile, TV / set-top box, and blu-ray disc players. because of the mobile screen, JavaFX may run more efficiently than applets. but i'm only guessing there.
However, i can say one other thing about JavaFX advantages: If you have done any AJAX programming, you will find that JavaFX does not have the security issues of javascript, and you do not have to deal directly with the complexities of DOM. In JavaFX you can take advantage of the underlying Java technology, provided that you can create the appropriate policies. Most ppl, myself included, haven't taken the time to do that yet. Maybe tomorrow ...