I, personally, run a separate witness (@lukestokes.mhth) so that I can keep track of witness rewards separately from my own rewards as a blogger, curator, etc. Lately I've been doing some Steem Power delegations from that account and it makes it easier in my own mind if that's all kept separate from my personal account. Currently, when dealing with witness processes such as maintaining a price feed, the active key has to be used, and I like having a different account just so when I use my active key personally for transfers, there's no chance that could be exposed in a way that would put my witness activities at risk (though, to be clear, the block signing processes uses a separate key anyway, but that's probably more info that you care about).

I don't really think it's a big enough deal to argue one way or the other or tell other witnesses what they should or shouldn't be doing in this regard. I think it's mostly a matter of personal preference.