For me, it comes down to what gives the look I want, more easily.
I’ll try to elaborate a bit… you’re absolutely correct in saying that they both do the same job, that being that ‘transformation’ to the final dynamic range which fits on your screen, or print or whatever.
The difference is in how they do it, in terms of results.
I see filmic as being primarily designed to do this in a very neutral way, to allow you to set everything how you like it, elsewhere in darktable, i.e. color balance rgb for color, tone eq for contrast, etc. Without doing anything else the output tends to be quite flat and low in color saturation.
Sigmoid on the other hand, can give results more similar to the out-of-camera jpg, because it has a different method of… um… doing it. Sorry, I’m not really good on the technical side, especially just before I go to bed! 
But when you increase contrast with sigmoid, the color saturation increases as well, which to me seems very natural.
Also with sigmoid, it will let really bright highlights almost appear to blow out, (especially if you increase the contrast, as I often do) so as to preserve the overall contrast, whereas filmic tries to retain them.
Sigmoid works very well in combo with tone EQ to control highlights and this sort of thing.
I often don’t need to add any saturation in color balance rgb when I use sigmoid.
This is all just my thoughts on it, so don’t take my word for it!
I should add that if you switch sigmoid into the ‘rgb ratio’ mode, it behaves much more like filmic. I never use this option.
Edit: Another point is that I often need to add local contrast if I use filmic, but not as often with sigmoid. I put it down to how it handles contrast as I mentioned above.
Hope all this helps a little 
Edit no 2… @jandren the creator of sigmoid could explain much better I think. You could also search for sigmoid on this forum… there’s been some long discussions… if really want to get into it!