Basically, that they work with Cards that the kernel does not fully support and that they, arguably, offer better performance.
For example, an NVidia 3d card will tend to run very slowly unless you get the offical nvidia modules. Or indeed may not work properly at all, if it's very modern.
But I don't see the point in changing unless something is now working or you have a performance issue.
So the record i use the nvidia graphics module for an AGP card, but couldn't get my onboard nvidida sound working, so i use an old yamaha sound card, which sounds good....