First thing that comes to mind is having more control of which version of *BSD you want to be based on. With pfsense you're on whichever version of FreeBSD they've worked up to.
That said I roll pfsense on a thin mini-itx intel board and its great.
Save money on power cost for one! If you installing pfSense consider small booksize or itx case.
Neither one will be much different if the hardware is the same.