I think it's a matter of personal preference. One could make a compelling argument for either approach (and both would be equally valid). If someone has a way of doing things that works well for them, who are we to say that OUR way of doing things is better for THEM or that they lack the technical knowledge or expertise to do it 'the correct way'. The fact is; I doubt seriously if ANY professional engineers use a keyboard's on-board sequencer to do any kind of serious recording, but for the kind of amateur recording that most of us do, it may work just fine, especially if you're recording a gig or a rehearsal.

My own personal preference is a computer-based DAW; the other choices being multi-track standalone recorders, and the on-board sequencers found on arranger (and other) keyboards. For me, I like the flexibility of being able to use multiple sound sources (keyboards, modules, VST's, Mics, live drums or percussion instruments, etc.). Then there are the thousands of high quality processing effects unavailable with a single keyboard. With a DAW, the recording possibilities are literally unlimited. The product of an on-board sequencer usually ends up in a computer anyway so why not just 'anchor' it there in the first place. But that's just MY reasons for using a DAW, YMMV. The point is; it's fine to listen to the advice and experiences of others (so long as it's not presented as a MANDATE), but in the end, do what works best for YOU. JMO.

chas