If there's no special reason to do otherwise, I'd be surprised if the sw+FET were even cheaper, let alone easier to do.
Special reasons might include: limiting turn-on surge current or controlled ramp-down; sparkless switching (particularly for higher voltages in explosive environments); automated control, or as a future expansion option; fault current limiting; etc.
Special considerations include inrush current, peak dissipation, handling of fault current, extra voltage drop, additional current draw (at least a few microamps, due to the gate pullup resistor, depending on value and speed) and etc.
Tim