What is the advantage of having PCBs and solder paste stencils made at the same place?

If you are making a solder paste stencil elsewhere, you will need to supply panelized gerber data every time you place a PCB production order.

Once the data is with the stencil maker, they need to import it into their CAM system. Not all PCB and stencil manufacturers use same the CAM software so the data may be manipulated while exporting or importing. Some stencil manufacturers have no idea about PCB design and may not be able to identify obvious design problems.

Also, knowing your PCB design, we can do effective pad reduction if required. We can also identify possible assembly problems and suggest solutions while preparing data for stencil making.