I have always had a hard time being able to articulate the reason that I love to stay on site, especially at deluxe properties, at WDW. But a PP just reminded me: because when you leave the parks, you're still at Disney. It doesn't actually feel like the vacation is on pause. A PP was describing what they love about Poly and hit the nail on the head. It's the whole ambience that even when you leave the Magic Kingdom and go back to your "hotel," you're really still in the resort, if you will. I have looked at pictures of all of the vacation homes, hotel suites nearby, etc. and although they seem very lovely, they're just hotels. They're not part of the WDW resort. When you leave the Magic Kingdom and go back there, you're just going anyplace. Just any hotel that could be any place in the world. And the beds might be really comfortable and the price might be very cheap for all the bedrooms, but really that hotel could be anywhere in the world. It's not special.
But when you leave the Magic Kingdom and you go to the Polynesian, you absolutely still feel like you're in Disney World. Vacation is not put on pause.... Disney World is still all around you and you're still immersed in the whole experience. That's why I find it so easy to do days where only half of the day is at the parks, because when you're at the resorts you feel like you're at the parks.
My vacation starts in 10 days… Can you tell? ;-)