Whilst I've never been denied entry into a country, there is always that nagging "What if" scenario which plays over in my head. What If I get there and find out I didn't read over the Visa / Waiver terms and conditions correctly, what if I haven't got the right numbers attached to my passport, what if I forgot to get a set of numbers attached to my passport, what if I get there and they are convinced I'm not going to be abiding by whatever entry conditions I said I was going to abide by.
It is a long way to go to be placed into a holding cell and then placed on the next flight back, so getting such formalities out of the way nice and early in the process does eliminate those "what if" questions.
That said, I would want the same level of amenity at the airport. So say at SYD where typically gates 8 and 9 are used for USA flights (since they have that secondary screening there already, talking QF, can't say about the *A end) it could simply be a case of you go through US immi to get to gates 8 / 9 just before you board the plane, that'll still allow you to access the normal set of amenities for all international travelers (eg lounges, DF shops, restaurants / cafe's, kids play area's etc...)