It's a client preference. Some allow credit for the integral relief valve, some don't, some will in some cases in my experience.
External relief valves are easier to remove and have a spare installed compared to having to send the pump to the shop. They can also be ASME certified, I doubt (but don't know) that's true for an integral relief valve. It may also not be easy for a PSV shop to be able to hook up a supply pressure pump to verify the cracking pressure for an integral PSV compared to the equipment they already have for checking conventional PSVs.