A built-in subwoofer will perform better for music. The texture and pace of bass notes will better match with the main speakers.
I don’t think this can be said so universally. Often times in a given room the flexibility to place the subs where the bass sounds best in the context of a given room is extremely important and consequential in determining the final performance results. If you do the proven “sub crawl” method to determine where subs/low bass work best in a room I highly doubt those locations will end up being within the confines of the front L/R speakers. In short, you’re largely fighting room physics by requiring the subs/low bass to reside within the main speakers.