Personally I see it both ways, I just so happened to get married in Cabo and LOVED a local person there (Juan Carlos) so I wouldn't have dreamed of anyone else doing our wedding photos. However with that said, I think the reason why so many people decide to bring their own photographer is for a few reasons. 1. You get more bang for your buck, for example you get full day coverage of your wedding and more then likely a TTD session as well, even some pre-wedding day coverage, so it's like they are there capturing your whole vacation. 2. When you bring your own photographer you find the style you like, your not stuck with a resort photographer that you may or may not like.
But it really just boils down to a personal decision, There are many great photographers out there, I would search the photographers near the resort your getting married at to see if you like their style and maybe compare what they offer to some outside photographers and see what works best for you.