Separates vs Integrated and Separate phono stage vs preamp with phono

I've had a few preamps with built-in phono: Rogue Magnum 99, BAT vk30, Audible Illusions M3b (both MM and MC), and Plinius M16P. I've heard users comparing them with 1K+ separate phono stages and saying they are as good as separate 1K+ phono preamps. They were all OK on my system, but still not as good as my MAGI phonomenal (a tube phono preamp with two MM inputs at $1K) or Allnic H1202 MM/MC. Now, I am not considering any preamps with built-in phono for my future upgrades.
Is it really hard to make the phono section of preamps with built-in phono (at under $6K) as good as very good separate phonos at $1K ~ $3K?

I wonder whether users who prefer separate pre/power amps over integrated amps have the similar kinds of experience. Integrated amps (as built-in preamp) can't be just as good as separated power and pre amps at comparable price range?

I have a full function pre-amp with two pretty good phono stages. I also have a stand along phono pre amp. They all sound great but I've notice some MC cartridges do better with my stand along and a SUT than thru the full function pre amp and it's MC section. Even with MM cartridges, it seems to be really up to the cartridge where it's happiest. The devices are a Mcintosh C2500 and a Jolida JD-9.
here’s the rub. it’s not that simple.

in the modest price range for phono’s and preamps sometimes the cable interface is a big restriction. put them both in one chassis and that whole cable thing is eliminated, and typically that cable is not a spendy one for that price point system. less is more.

the other issue is that a better power supply in one preamp chassis for both pre and phono might be superior to two less performing power supplies. you might get more overall quality for your money in one chassis. and be able to afford a better single power cable.

so you cannot generalize about separates and integrateds being better or worse.

the one attribute of separates is you can more easily read about various choices; there are more separates and feedback about them. but unless you compare them directly hard to know.

at a higher price point i have 4 separate phono stages. two are in my battery powered active preamp chassis, but it’s $50k. two more are stand alone. all three are great sounding but spendy.

so the answer is it depends......
Is it really hard to make the phono section of preamps with built-in phono (at under $6K) as good as very good separate phonos at $1K ~ $3K? 

Yes, it is really hard. Everything Mike says is true. In addition to the interconnect there is also the problem where for almost any given component the single greatest cost is the chassis. For integrated amps this pretty much overwhelms everything else to where you will almost always find better performance from a integrated amp than any separates you can find for the same total price- especially not with the extra interconnect and power cord factored in.    

This is all still true with a phono stage, but with one very important difference. The phono stage is easily the highest gain most sensitive component in all of audio. Nothing else even comes close. So it can pay big benefits simply to get the phono stage circuit physically and electrically isolated from everything else going on in the amp.  

This also allows for a much more effective and isolated power supply. Power supply might not seem such a big deal in a phono stage, only mV after all. But that is exactly why it is such a big deal. Even tiny fluctuations in power are a big deal when dealing with such micro voltages.   

Finally there is the problem of budgeting. Every manufacturer has to look at the cost of every component part. Then they weigh that cost against the total package they want to deliver. The builder of a preamp or integrated amp knows every single customer will be using these. They cannot say the same about the phono stage. So when corners need to be cut, guess which one is likely to get cut first?   

Now you start to understand why it is that whenever you read a reviewer comment about inboard phono stages being good they always go something like, "it is surprisingly good...for a built-in phono stage."    

Specific to your question, take a Decware ZP3, and interconnect, under your $3k total, I think you will have a real hard time finding any integrated with a built-in phono stage for $6k the Decware will not totally wipe the floor with.  
MC & mikelavigne have dropped some great knowledge.

The point I would add is think about the customer the equipment manufacturer is targeting.  The customer who is looking at a separate phone stage is most likely a more educated buyer with preferences for cartridges or enjoys the process of tweaking and matching their system.

I prefer a built in phono stage for my preamp and for me it's about space and ease.   
I went to separate phono stage in the 1980’s after using one integrated in the preamp and kept putting more money into it with big gains in performance each time. I have to say the best cost to performance. Ratio was at about $9K. Phono stages are really important and when separates the company put effort into the power supply and overall performance. 

Also what Mike and MC said.