On a coil sprung rig, your axle will travel in an arc and swipe as well. As this happens, your coils which are designed to sit vertically at ride height will bow and get pulled with the axle, have reduced performance when this happens and ultimately make contact or get hung up on other suspension components. By having your coils attached to the shock body and then only have the shock attached to the frame and axle with joints that offer a high degree of rotation, the two can move together seamlessly and provide optimal performance regardless of the position of your axle. Coil overs also allow you to set your ride height to where you want and run two separate coils and of different spring rates if you wish and have it set so that the second coil only kicks in under certain conditions. This will allow you to have a comfortable ride for daily driving and also have the added benefit of being able to drive hard and fast in the desert and all in the same setup. Being that coil overs typically come with remote reservoirs, they will also do a great job of keeping things cool and help prevent cavatation. Also, by virtue of its design, a good coil over setup will require you to install new mounting towers with higher mounting points and that can allow you to run much longer shocks which will in turn provide a greater degree of articulation. And then there's valving, being that most coil overs can be made to order, you can have yours valved to provide an outstanding ride on and off the pavement for your specific preference or even order a set designed for your vehicle. King has been working with Off Road Evolution for a long time to do just that with JK's and, in addition to their designs and quality of construction they are coveted for that reason as well.
