Since the idea of the electron as a particle predates the idea of it as a wave by a quarter century, why not ask why electrons were thought of as particles at first? And for that, why not go to their discoverer? In 1897 J. J. Thomson performed experiments on "cathode rays", the rays emitted when a voltage is applied between metal plates in vacuum. At this point, the idea of matter being made of atoms was almost a century old, if we count from Dalton. If we count from the Greeks, millennia. Boltzmann had published his statistical theory of gases 25 years previously, although it would not be universally accepted for another decade or so (Einstein's Brownian motion paper). Measurements of the charge-to-mass ratios of ions had been performed, Becquerel and Curie were working under atomism, etc. Thomson argued
The experiments* discussed in this paper were undertaken in the hope
of gaining some information as to the nature of the Cathode Rays. The
most diverse opinions are held as to these rays; according to the
almost unanimous opinion of German physicists they are due to some
process in the aether to which--inasmuch as in a uniform magnetic
field their course is circular and not rectilinear--no phenomenon
hitherto observed is analogous: another view of these rays is that, so
far from being wholly aetherial, they are in fact wholly material, and
that they mark the paths of particles of matter charged with negative
electricity. It would seem at first sight that it ought not to be
difficult to discriminate between views so different, yet experience
shows that this is not the case, as amongst the physicists who have
most deeply studied the subject can be found supporters of either
theory.
The electrified-particle theory has for purposes of research a great
advantage over the aetherial theory, since it is definite and its
consequences can be predicted; with the aetherial theory it is
impossible to predict what will happen under any given circumstances,
as on this theory we are dealing with hitherto unobserved phenomena in
the aether, of whose laws we are ignorant.
The following experiments were made to test some of the consequences
of the electrified-particle theory.
By measuring the charge-to-mass ratio, he could rule out that cathode rays were atoms or molecules, for the particles are far too small or light.
Thus for the carriers of the electricity in the cathode rays $m/e$ is
very small compared with its value in electrolysis. The smallness of
$m/e$ may be due to the smallness of $m$ or the largeness of $e$, or to a
combination of these two. That the carriers of the charges in the
cathode rays are small compared with ordinary molecules is shown, I
think, by Lenard's results as to the rate at which the brightness of
the phosphorescence produced by these rays diminishes with the length
of path travelled by the ray. If we regard this phosphorescence as due
to the impact of the charged particles, the distance through which the
rays must travel before the phosphorescence fades to a given fraction
(say $1/e$, where $e = 2.71$) of its original intensity, will be some
moderate multiple of the mean free path. Now Lenard found that this
distance depends solely upon the density of the medium, and not upon
its chemical nature or physical state. In air at atmospheric pressure
the distance was about half a centimetre, and this must be comparable
with the mean free path of the carriers through air at atmospheric
pressure. But the mean free path of the molecules of air is a quantity
of quite a different order. The carrier, then, must be small compared
with ordinary molecules.
Being conceptually simple, in agreement with experiments, and in line with the general paradigm of atomism, it is not difficult to find plausible the idea that electrons are particles. (Perhaps it is a twist of irony that de Broglie and Schrödinger then some 20-30 years later showed that the Germans were -- in a very loose sense! -- also right.)
Reference
Thomson, J.J. (1897). "Cathode Rays". Philosophical Magazine. 44 (269): 293–316