Pretty much what others have said. Plus we fly, so staying on-site we don't have to deal with the hassle and expense of renting a car and everything that goes with that.
But my main reason? We did stay off property Christmas of...either 1999 or 2000 (I think the latter...but I'm not positive). I don't know if we just planned too late to get something on property or what, but that's beside the point. We were at the Courtyard that's not too far away. CM sis was going to meet us every day and we'd load into her car and drive wherever we were going. I worked in a church and had to keep the early Christmas Eve nursery. Where one of the little darlings passed along a wonderful intestinal virus to me. Christmas Day (arrival) I was fine. I was fine during the early morning and test track, though in line I started feeling a little nauseous. By the time we were waiting for the Energy pre-show, I was really feeling sick and seeing stars. I made it to the trash can, but lost everything in my stomach. The CMs around were wonderful ~ they actually assumed we'd been on Body Wars. I thought I was ok after a peppermint, but got sick while we were on the ride (didn't mess up the car...sis's backpack contained everything) and we trotted to First Aid. I spent just over an hour there and we thought I was fine. We went into the Millennium Village and I got sick again. So sis took me back to the hotel ~ necessitating leaving the parking lot and giving up a pretty decent space and risking the park being at Level 3 or 4 when she got back (it being Christmas week and all). If we'd been on property, I could have gone back on my own and Mom, Daddy and Sis could have checked on me much more easily.
After that, we definitely decided it's on property or nothing for us.
(I did make it aroudn MGM the next day and was generally ok... Daddy got sick on the plane home and even a few days later gave me the trooper of the year award...he didn't know how I'd done anything the next day.)