I usually have any number of my Data I/O machines connected to a PC for the same reasons, particularly for dumping ROM images. I just like that I don't HAVE to keep them connected in case I want to drag one out to the shop or on-site. I keep a horrendous number of known-good PROMs/EPROMs handy and drag them with me just in case I need to make copies for anyone.

It definitely adds to the weight of my toolboxes, but I find it convenient to do this way.
I think my #1 issue with most of the newer EPROM programmers that *require* attachment to a PC is that they generally do not program the bipolar PROMs. In fact, I cannot name one such programmer which will definitely do the 82S123, 126, 129, 131, 137, 141 PROMs, let alone the 82S153 PLD (this one is difficult for every piece of gear I own EXCEPT for my 29B with LogicPak).
I've been an avid Data I/O user since I was about 11 years old, so my thoughts on the subject, while VERY informed, are definitely biased toward their gear. Though, I have plenty of experience with EPROM burning equipment from other manufacturers, so I am versed enough to talk about them. LOL
Dave