for a normal user it is much easier to do all things in one app
it also seems more secure for normal user wen they dont have to open other things to be able to send money. from one wallet it makes it seem more easy and secure.
they even have examples of other apps integrations, these seem to be nice. SideShift.ai - No Sign-Up Crypto Exchange
only bad ting bout sideshift is convertin to some cryptos the minimum amount is pretty big (1.5-7zec) and others less (0.3zec) which can be bad for UX