Hi Mario
The number one reason for having an external sound card is noise isolation. The card's proximity to the power supply and motherboard are bad for EM noise. Also, a computer power supply and a good audio power supply for recording have much the same relationship--there's more noise in switching electronics.
Next, there's the size constraints. You'd have a hard time adding all the connectors for a large number of channels on a card which plugs in to your PCI(e) slots.
Third: there's not as great a need for bandwidth for audio as there is with video. Video cards need all that PCI(e) bandwidth. Audio doesn't. It's a relatively small amount of data. Of course--I think USB and firewire really don't have enough bandwidth for good scalability, but that's another discussion.
But... what are you doing with it? You have different requirements for recording and for live sound. Live sound: just do it up. No one will likely notice.
If you're planning on recording something on just 2 channels on the built-in sound card, keep in mind that your dynamic range will be pretty bad, even if you get a good pre-amp in the middle to take the most advantage of your range. You'd much rather have an external sound card with some adjustable analog pre-amps in the box.