Synths without built-in effects probably demo poorly enough in a retail setting that manufacturers feel obliged to include something. There's arguably some merit to having per-patch effects settings so you can showcase a sound + effects combination that might inspire something worthwhile.
When recording, though? Most effects wouldn't make sense baked into a track. Where I find the odd rare exception is in a patch where high quality effects are modulated as part of the performance. Not enough synth designs go deep enough here to make this a meaningful distinction, but I absolutely adore Kurzweil's KDFX for flexibility. I'm looking forward to getting my Prophet X to see what category it inhabits.
Sure... but even without being able to actually modulate the FX parameters from a Mod Matrix, effects can radically change a preset's nature, be it spatial or modulation FX... enough to see them as an actual building block important to the preset in itself... this approach is not possible with external FX, they are more like "add ons" ... I agree that having a different reverb for each track can get out of hand since a reverb is basically an environmental FX where all sounds should "reside inside it", but any other FX could very well be different for each and every track without it sounding "wrong"... even in some cases, different reverbs could also be an advantage, especially in atmospheres, sound FX etc...
This is why any synth these days should have their own quality FX onboard, and of course a dedicated "FX OFF!" button, if it gets out of hand... because I also know that you can end up with way too much FX, drowning everything in mud and destroying the stereo perspective if every track boasts it's own stereo choruses, flangers, phasers, delays reverbs etc...
Point is; I'd rather switch things OFF, than have to add-on FX for every single track i do... but that's a personal thing of course... others may feel otherwise