-With VSTs, you can change the order of the parameters, therefor being able to customize the layout for Ableton's instant mappings, which is great with things like the APC40 or ipad programs like touchable where you automatically access device controls.
-VSTs are much more flexible when it comes to hardware mapping. Things like Novation automap let you use the entire set of controls on the keyboard, not just 8 knobs, and customize the whole thing. Ableton's instruments are very limited in hardware mapping. Then are things like Kore and other hardware mapping solutions that Ableton devices can't use.
-VSTs open up to a larger window, therefor you aren't confined to using that little strip at the bottom. This means less tabs to switch between. For many synths this means a single pane interface which is great because you see all controls, and also the felxibility of some interesting GUI elements.
-VSTs will let you record automation of parameters by midi cc control into clips.
-VSTs can obviously be used in other programs so creating a patch in one program can then be used in another host.
-VSTs can be loaded inside plug-ins that can host plug-ins, such as NI Kore or Maschine and others.
-VSTs often come with cool extras now such as Omnisphere's ipad app with the Orb controller or ALchemy's ipad controller.
-And Lastly, u-he DIVA.