The answer, as in all things in life, is it depends.
A no compromise integrated vs like seperates (especially if from the same manufacturer) will always have the built-in compromise of a shared power supply. It may or may not be audible to you, depending on design and how hard the gear is pushed.
The trade-off thats quite nice is reduction of boxes, cords and interconnects. The trade off thats not so nice is less flexibility for upgrades going forward as well as the potential for interference internally. Its really personal preference unless you are trying to squeeze out the last 5-10% of potential performance. I’ve been happy with terrific integrateds and I’m now happy with terrific separates.