Long term I think the main advantage to R-8 is many of the larger hobby sized mills use it, so tooling can transfer if you eventually replace the mill. MT is also out there but doesn't seem as dominant. There are several competing tapers on vintage machines, the Brown and Sharpe tapers being a popular alternative on US machines which I think cuts into the uniformity of the MT.
I haven't gone looking for MT3, but MT is very common on lathes so I expect you can find most anything you would need.
The point about sharing with a lathe is also a thing. Very handy in some cases, but probably not a major factor. My Clausing mill is MT2 as is the tail stock of my 10x24 lathe. There are a couple of bits I can see sharing, but the vast majority of my MT2 tooling is probably more of a mental exercise as they are strongly associated with one machine or the other.
There are lots of adapters to fit both R-8 and MT. Many boring heads and drill chucks can be bought with a threaded hole allowing you to use the taper of your choice. I have threaded MT2 adapters which will work with my ER collet chucks, boring head and some of my drill chucks.
Unless it is a very unusual taper I don't think I would get too hung up on it. R-8 probably has a modest advantage in price and availability, but MT3 is not rare.