A big thing for me about opening remote files is the ability to easily reload them.  When viewing/editing files remotely, I can use a tool like WinSCP (I'm on Windows) to open the file, but to reload the contents (say I'm viewing a log file which is changing) I have to re-open the file in my scp tool.  If the editor supports it natively (like PSPad does) then I can reload easily with a keystroke.