I publish mostly within my own publication for the same reasons you mention. I can add that another good reason is that I’m trying to build a portfolio of different kinds of writing. In my publication I’m able to feature personal stories, essays, novels, and collections of short fiction. Readers interested in specific things can browse for them.
If most of my work was collected in external publications, finding it would be a matter of chance.
There are pluses and minuses to doing this of course, given relying on my own publication means I have to do a lot of hard promotion work on my own. And there is always the chance that I won’t succeed.
It’s a long game. Building readership takes time, energy, and devotion.
After about 18 months of running my own publication to feature my own writing, I am beginning to see some rewards. Whether it works out well for me in the long run is still an open question.