The main advantage to this is that it allows for more flexible access control: If a user has root rights via sudo, it's easy to grant root rights or take them away as necessary. Conversely, if you actually hand people the root pw, you can't take it away (unless you're the Men In Black ;-)), you can only change the root pw, which will impact everyone.
In that context, direct root logins are unnecessary b/c no one has the root pw.
(You will still need the root pw for emergency access at the console in single user mode; but there should be special provisions for that).