For us as a platform it would be best for us to say, use our DNS, but this is NOT the case. Using the DNS system that also hosts your sites gives room for failure, our service for DNS is more convenient. We always recommend using a system like CloudFlare for DNS and pointing A records or CNAME (easer for management reasons) to us to load your site. This way you not only get a faster site, but a global CDN to make pages load faster around the world and save resources.
Problems with internal DNS
When you use a DNS system running on the same hardware as a site there is a greater chance of failure taking down not just one site, but all sites and projects under a domain. You also have a problem of more work being sent to the server at the same time slowing requests to the browser (almost never detectable anyway so not a huge thing). Having external DNS also makes it easer for recovery if anything goes wrong as you don't need to rebuild your records from scratch.