Should I get my wardrobe built on-site?

I have heard from some people that wardrobes should typically be made on-site and not made off-site. Even the assembling should be done on-site. Is there any solid argument behind this? Please suggest.

The biggest advantage of getting your wardrobes built on-site is that it can be customized specifically as per your will and make the best use of the available space.
One con is that it can be more costly than a modular wardrobe.