Safety - if you use an on-board pulldown resistor on the gate, then the default mode is "off". With the diode you must feed in a signal to shut it off. And as far as fewer components, resistors are cheap as hell. (I'd be putting one in series with the gate as well, if the signal is coming from off board.)
Speaking of safety, you should probably make sure that the voltage rating on whatever device you're using (reverse voltage for the diode, VDS - and from that VDG - for the FET) can withstand the output voltage of the power supply. I presume the MCU board is connected to buttons and such, controlled by a human. This way, if something goes horribly wrong on the power supply, the MCU board and anybody touching it are insulated from the voltage.