Outboard power supplies are only beneficial if the wiring harness connecting the supply and the main unit are of the LOWEST resistance possible. This means that the manufacturer would have to use heavier wire than if the supply was located in closer proximity ( same chassis ) as the "motherboard". As mentioned above, RFI needs to be taken into consideration also. This is not to mention that you not only have the power cord from the power supply to worry about, but you've also got the "umbilical cord" from the supply to the main unit dangling too.
Many newer designs that DO sound good go just the opposite route. Instead of a remote or centrally located power supply, designs like McCormack places the filter caps AS CLOSE to the main output devices as is possible. This gives INSTANT power on demand as fluctuations occur with the shortest signal path possible. While i am primarily discussing power amp design here, preamps should be no different. Even though the signals that we are dealing with are much lower in level, so is the amount of magnetic field generated by the transformer in a preamp. This is due to the miniscule amount of current that a preamp pulls.
I've had preamps of both types: internal supply and external supply. Besides the outside factor of convenience, I'll stick with a well built "all in one" unit. That is, until i find something that performs better. Sean