Possible advantages to open softwares outside LXDE :
1) run them full screen and to view documents, etc, even without vkb;
2) use with Bluetooth external keyboards, the compatibility (working keys, etc) is better than inside LXDE;
3) use the physical keyboard of N950, the compatibility (working keys, etc) is better than inside LXDE.

I really use cases (1) and (2) on my N9.

Also, it is easier to remove icons than create them, from user's point-of-view. The FAQ #2 explains how to remove icons.