If the amp malfunctions, it is more difficult to repair/replace. I feel this way towards both speakers and subwoofers.
Speakers with Internal amps have more heat than speakers with external amps.
Active speakers are usually more expensive since you are paying for the amp. If you already have the amp/AVR, why pay more?
External Amps are cool.

I love to use ATI amps to power all my speakers and subwoofers. If I were a billionaire, I would use $100K amps to power all my speakers and subwoofers.