On a practical level, gets rid of cables from air flow paths, leading to better temps. Also removes surface area for dust to build up on, so you get a less dusty rig.
More than that, its looks a heap better without a ton of cables running everywhere, especially important if you have a case window. Also a matter of pride, you just built an awesome computer, you put some good workmanship into it.
Although admittedly your cable management options are limited in that case, no space behind the mobo tray to run cables.