The main difference is that electrons are readily available while muons have to be created. I think there are some experiments with high energy muons, but for the proton radius, you want low energy. PSI creates them accelerating protons and smashing them into nuclei. This produces pions, which then decay into muons. These beams are then rather wider and harder to handle, as muons decay quite quickly. With higher energies, it is possible to store them long enough in rings, relativistic time dilation helps then.