If it were possible to have only my speakers, room treatments, and listening chair in the room I would do it. I use physical media and remote controls which make it impractical to have the gear in another room. Both sonic and functional considerations are at play for me, and I am sure others.
My second system is full active like you mentioned in another thread. They only require the source and Mini-DSP unit to be in the room. I like that set up quite a bit.