The main bitcoin client does not support longpoll. Using pool software that can perform a longpoll for you will decrease your stale shares, and therefore increase the possibility to find a block.
That is a very good reason imho
No point setting up pool software for this. If you use cgminer, set your primary pool to your local bitcoind, and then set just about any other actual pool as your backup, it will use the longpoll from the backup pools to help out your bitcoind.