I think it's more a taste/customization vs convenience here.
Using XAMPP can install way more stuff than needed and SysAdmins doesn't like this ;) installing each piece individually allows you to select exactly the pieces you need and also there's less risk to be bothered by some strange library or configuration that XAMPP may set up.
So to sum-up:
- you're tech-savvy, you want to manage and configure your VPS and aspire to become a SysA, go for the separate install.
- you don't want the hassle of configuring (and eventually debugging) each parts, go for XAMPP.
- if you want even less troubles, go for a fully managed/optimized hosting platform like Acquia Dev Cloud.
