To be honest, that really didn't say anything I didn't already know (or what I think I know). Maybe I didn't word the question very clearly.

Here's what I'm asking...
Say I want to send a message to my MIDI device that says "go to GM mode" and I'm going to use a utility like Midi-Ox. What's the advantage between using a "raw" sysex message that I load from a file (.syx), versus the same sysex message "embedded" in a midi file (.mid)? Both tell the device to do the same thing. How is one useful over the other?