Computers usually have all one security system installed because it reduces the chances of data theft and espionage. If the data is stored in various computers, chances of theft increase and security wall weakens, therefore having all in one computer security systems installed is advantageous for the users.
Many of the organizations install all their data and information in one computer along with security systems installed in the computer systems. Even if they have to create backup, they will only use one backup computer. The potential advantage of this strategy is that all the secret or important data is stored in one system, the accessibility to this system by outside person is very difficult because of security systems installed in the computer. If the data could have been placed at the multiple systems with security systems installed in them, then it is easier for the others to get access to the information. Networks themselves have certain loopholes which can be used for breaking integrity and security of data by outsiders.
Well, they won't conflict with each other is a biggie. I think it's more effective to use individual security software that are solely designed for a specific task. The AV in a security suit might be excellent, but the firewall or spy-ware might not be. I personally use, A v I r a free and Outpost 2009 free in real time. Once a week I use Super Anti Spy Ware, Panda Anti Root Kit, A Squared--as a scanner, C cleaner. These are all excellent software and are free.
An all in one security system compresses many interfaces into one. Although I have no hard data I imagine that an all in one interface will use less running memory than several security systems running parralel to each other.
They don't clash against each other. If you have seperate software then they will more than likely have different settings and block each other out. I personally recommend cyberdefender.com malwarebytes.org and comodo.com (firewall only). It saved my system and they don't clash.