I asked a question similar to this a long time ago and the response I got from VSL was that it is generally less taxing on a system to host individual VI instances in a single VE instance rather than having say individual VI instances for Violins then another instance for 2nd violins, Violas, etc. The samples also load faster if you have to leave the project and come back to it later.
Also, the advantage to using VE to host your VI's is that you can build and save templates (Strings, Brass, etc) which can be used again and again for future projects so as to avoid the necessity of having to reinvent the wheel time and again. Does that make sense?