Having done this before coming from the Bahamas the only things that I found as an advantage was 1) if you wished to purchase duty free liquor or other non carry on products AND you were going to have to connect once arriving in the US you didn't have to deal with putting it in your luggage. 2) Easier to make your connecting flight.

Personally, I did not like waiting in line to leave and would rather do it in the US with Global Entry and my carry on bags.

Cheers!