Neighbouring trade posts with no risk of them being raided. No risk of your armies dying while traveling from one county to another because some neighbour inbetween has a horrible supply cap. Technology spread having all your counties together means even faster spread. You can build a doomstack in a minute, instead of having 10 small armies spread around all over the place. No need to worry about random kingdom-level rebels attacking your stuff. No need to take place in a dozen elections, or to keep track of a dozen different law settings. You don't have vassals wanting your duchy, since all thecounties are yours.
There's no risk of any of your courtiers -who should be all valuable characters- being captured during a random siege because reinforcements were too late. Hired mercenaries are a minute away from any of your cities.
