Grador is correct.
The crossover for the subwoofer, if set at the same frequency on both the subwoofer itself and the processor, will cause the high end of the subwoofer's frequency reproduction to drop off faster than it would if only using the processor's crossover. Thus, if the processor was not designed by an idiot who got it completely wrong, there will be a dip in the frequency response at the crossover point if someone uses both crossovers at the same point. With a competently designed processor, using just its crossover (and also properly setting the levels of the various channels) will result in a proper bass response (insofar as the speakers and room effects allow). Thus, using both results in improper frequency response and inferior sound. Of course, some people like things set improperly, and they are free to do that if they so desire. But if one wishes to have as accurate reproduction of the sound as possible, one should set things properly.