Internal ones are meant to only remove the slight amount of magnetism that can build up while it's on and sitting off before the next power up. The built in ones only are on a second or so. They are not meant to remove significant amounts of magnetism... only incremental amounts. Plus they only work towards the outside of the tube, not the center, but it is the outside that usually receives most of the problems due to external forces (speakers, transfomers, etc.. stuff that's not usually set in front of the tube)
Enternal coils allow a much larger and stronger field to be created and be placed anywhere on the tube. Also they work great after you've reoriented your game (twisted it in relation to the earths magnetic fields)
Really, they're for 2 different purposes.. Sorta like a handy wipe in a foil pack when you go to KFC vs your sink, separate soap and hot water and thick towel in your kitchen at home. Both do the same thing... one is for convience, the other is for thoroughness.