Because when you look at the external program for the first time, before starting the game, you can set it up according to what you think your PC can handle, for example turning off AO, instead of logging in with everything maxed and having 1fps.
It never hurts having both, both write to the same .cfg file anyway. It can even be part of the login UI as I already said.
And one more click to close the config program doesn't warrant a separate point on the list, else you could start counting how many clicks/keypresses you need to reach the config ingame >_>;;