Possibly because you may not have used a REALLY pro interface and had the opportunity to compare the noise floor, Gary...

Some really nice interfaces can be picked up quite cheaply (relatively cheaply!) nowadays, like MOTU 828's (if you have Firewire) that can allow you to do stuff no built-in card can do (for instance, track your arranger in stereo, but track your vocals to a separate track, in case you'd like to overdub, or use some more 'pro' plug-ins for compression and maybe a hair of auto-tune!), but their primary advantage is in word-depth (tracking, mixing and mastering at 24 bit, then dither to 16bit at the end makes a huge difference) and most importantly, in the clarity and quietness of the inputs.

Sometimes I find myself surprised to see people buying $3500+ arrangers, then recording them through built-in computer audio inputs! Spend a few hundred on a nice AD/DA, and take things to the next level!