It makes it much easier to control your realm if you only have 1 kingdom or empire title. For one thing, the realm can't be split apart in the future except by an independence war. There are a number of ways your multiple kingdom titles could end up in multiple hands down the line. Unless you're dead set on having them all be agnatic-cognatic primogeniture, or some other simple succession law I highly reccomend destroying non-primary titles. I even destroy my own duchies, so that I only have one. The prestige bonus really isn't that big a deal.
Also, let's say you end up eventually getting a claim on Byzantium through marraige, and you decide to press it. Now no matter what succession law you have (unless elective but that obviously has a whole list of its own reasons why you want just a single top-level title) a potential multiple-heir situation because the Byzantine Empire title gives preference to the "born in the purple" trait for succession.
Say you have Ireland, Scotland, and Wales and you want to change Crown Laws, but you have a vassal who is duke of Dublin, Duke of Deheubarth, and also holds the Isle of Mann. In this case, he will get the bonus for "increased Crown authority" 3 times over (at least that how it used to be, I'm not sure if it's been patched because I learned very quickly after release that a lot of weird/buggy situations would be avoided by only having one kingdom/empire title).
Also this situation applies to changing succession laws. Let's say you didn't pay attention to that fact that your vassal had territory in all 3 dejure kingdoms. Let's say you are switching from gavelkind to primogeniture. You give out gifts to a few of your vassals so that none have them have a negative opinion of you, then you notice that for all 3 kingdoms the option is available so you change the succession law for Scotland successfully but then see that it's greyed out for Ireland and Wales.
It turns out that changing the succession law in Scotland upset that vassal enough for him to have a negative opinion of you. So you can't change it for your other kingdoms.
Keep in mind that in you counties whose dejure kingdom titles don't exist, the defacto leige kingdom's crown laws apply (and duchies drift) so if in that example Scotland and Ireland have Papal Investiture, but Wales has Free investiture, you will be able to appoint bishops in Wales even if Scotland is your primary title. Also the Pope will still dislike you for free investiture in this situation.
It's so difficult to keep things uniform across all those titles, so it's much easier to just destroy the non-primary titles.