It is good to have choices. But while external power supplies have their advantages in terms of cost, safety, and ease of production, they can also give the impression of lower build quality and detract from the unified design that we're used to.
External power bricks, while economical from a manufacturing standpoint, often feel like a compromise on quality and aesthetics. Built-in power supplies can meet stringent safety standards, and with proper shielding, they can effectively manage noise without the need for external components that might introduce issues with long cables or placement. Integrated designs also ensure that power supplies are optimized for the specific amplifier design, avoiding the complications of revisions or compatibility issues when the brick dies and a replacement is needed. While smaller cases are easier and cheaper to manufacture, larger, solid enclosures add to the product's durability, performance, and overall appeal, which many audiophiles value. Additionally, managing an external brick creates clutter, detracting from the clean look of a well-organized audio setup, and gives the impression of cost-cutting rather than long-term durability or quality. And tossing it in with a tangle of other cables and other power bricks could lead to overheating issues.
Advantages, disadvantages, personal preferences, and differing opinions..

It is good to have choices.