The reason I think it would be better is because it would be faster. Let's say you want to move a piece only one space: you need to press the button and then let go of it, instead of only needing to press it. It's natural to let go of a pressed button, but I'm just not used to doing so fast enough.
Of course, it would be boring if all games behaved the same. Differences like this are not bad, just something that I noticed at the beginning.