I run pfSense virtualized along with a wireguard vm and a couple of other vms for core services. A benefit of virtualization is that you can live migrate your router to another physical host if you ever need to do any hardware maintenance. It’s nice being able to service the hardware without waiting until every user is asleep so you can safely bring your router down.
I think this depends on whether it’s a 3.5 or 2.5 inch drive inside. To my knowledge, all external drives with a 3.5 inch drive inside are shuckable and have a standard SATA interface. With the compact drives that have a 2.5 inch drive inside, many will have a native usb interface and no SATA connector.
It makes sense as 3.5" sata drives are used for many many applications so why make something new just for external drives? With 2.5, however there are very few devices that use spinning sata drives in this form factor. It makes a lot more sense to build the USB interface directly on the drive since their main and possibly only application is external drives.
I could be wrong, but this has been my experience.