The advantage of intergral weaponry is that you can create lots of troop variety with only a few weapon frames.  I think that in most cases it's more cost effective to build combo frames, but for some armies that only have one or two frames that need more than one weapon for versatility, it's a nice way to keep your staregy rating down by minimizing weapon frames.

There is no tactical or strategic reason to limit fire actions on infantry frames, but there is a matehmatical one:

For ease of use (i.e. to avoid all kinds of annoying square root calculations that would make army building a major pain), the Customizer assumes that frame and weapon cost will be roughly equivalent over the whole of the army (+/- 20% or so is fine).  If too many cheap (e.g. infantry) frames have a high weapon cost it skews the distribution to the point that certain choices have an inherent advanatge statistically (I'm not going to tell you which troops would get this advanatge, though you can figure it out if you have the time or inclination by looking very closely at the comparison between HTH and ranged weapon costs based on damage #...just don't tell anyone :-).