The usual reason someone recommends this is that Revit does not complain about some errors when the DWG is part of another file. That doesn't mean those issues don't exist, it just means that Revit doesn't generate an error message in the primary model. For example, if the extents of the DWG generate an error message during linking then that message does not appear when linking an RVT that has that DWG loaded into it. The issues associated with DWG extents can still affect the host file (graphic display issues).
The word Import is often used for both Linking and Importing and in Revit that is two different things. Link = external reference and Import = Load Block to use AutoCAD terminology.
Importing a DWG opens the door to Explode, which is never a good idea, except in a quarantine file to clean up the result of it before adding the Revit only version of the exploded information to your live project.
Keeping DWG files to an absolute minimum in Revit is a good practice. File translation is never perfect and the subtle issues associated with that process can ultimately be less efficient than creating Revit only content, like details. Where the data is generated by someone else and only in DWG format then linking is far superior to importing because of the external reference style relationship, it makes it easy to refresh when changes occur.
Steve Stafford
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