Here is the reason why:

1) Usually, the speakers are muted during live performance. That is the habit of professional musicians. But I disagree with the rest. I believe there is a value in the internal speakers of the keyboards during live performance.

2) Surely, the external volume can be controlled from a PA assuming that there is another person helping you with the PA. But what I do is I control subset of that volume from the keyboard. I believe it is very convenient and very important especially while I am performing like crazy and do not have time to worry about other instruments.

Once I performed in a Church that had a digital piano by Roland. Similar to Yamaha P200 (portable with speakers). There was separate volume slider just for the speakers. That was wonderful! It made life so much easy.