My original (1990) Autohelm wheelpilot control head was on the coaming by the wheel. It could be disengaged mechanically or by using the "standby" button. That was a primitive autopilot that would steer a compass course.
I now have a below-deck AP that has lots of bells and whistles, but I am not up on your wheelpilot version, so the following may or may not apply. My AP control head is mounted at the binnacle, just above the C-series chartplotter.
I like the ability to disengage the AP and IMMEDIATELY take the wheel--such as in a last minute avoidance maneuver (where did that pot come from?) With my AP I must hit "standby" to disengage the AP, and there is no way I can physically override the AP otherwise. I therefore like the proximity of the "standby" button and the wheel.
Also, if you want to set up to autotack with the AP, it is convenient to hand steer to optimize everything--particularly when sailing close on the wind. That requires one hand on the wheel and the other on the "track" button. You are then set up for a really neat autotack function. In my setup, I can use a soft key on the chartplotter to activate the AP, but I don't know if you can do that with your AP.
Another reason is to double check your AP heading with your chartplotter/instruments before going below for your coffee.
My setup is shown here:
Other folks have discussed a remote. I just bought a wireless AP controller this winter that would allow me the best of both worlds. The hard-wired stuff is at the helm and the wireless remote will allow me to work the AP in the companionway, under the dodger, or up on deck.
My bottom line: the helm location is best for the way I sail the boat.