There's nothing wrong with the grammar, but it's not a way a native would say it. I would recommend: We're going to the Thai restaurant because it's more convenient than the Japanese restaurant.

I'm a teacher teaching Thai language. I think we can talk to each other like friends first, initially and develop skills, read and write in the next order.

"Convenience" is a noun, so yes, you can have it. You can have any noun. (If anybody knows of a noun that cannot somehow be "had", please let me know.). Your question should have been written: "Can you say something "has a convenience?" Your sentence does not need to say "a convenience" because "its" serves that purpose. In want-ads for apartments, property owners used to say "all mod cons" as an abbreviated version of "all modern conveniences". It means the apartment has dishwasher, refrigerator, etc.

Hello! I'm here to help. Your sentence is almost there, but the phrase "has convenience" might sound a bit awkward. You can express the idea more smoothly by saying: "We're going to the Thai restaurant because of its obvious convenience (it's near a metro station), a feature that the Japanese restaurant lacks." This way, you maintain a parallel structure by using "a feature that" to introduce the lack of convenience in the Japanese restaurant. Feel free to let me know if you have any more questions or if you'd like further assistance!