If the question is - using Windows as my platform, why would some people tell me to install Apache, PHP, and MySQL separately rather than as part of a WAMP distribution...
The main reason is that some people have had a negative experience using a "everything including the kitchen-sink" type WAMP distributions that comes with a FTP Server, Mail Server, JSP Server, DNS Server, have issues with upgradability, security ... and that generally make a mess of things.
And at the end of the day, those people would rather install and configure Apache, PHP, and MySQL their own way. And others probably think you'll gain more experience doing it all yourself.
But not all WAMPs are like this, and some are highly though-out frameworks that deal with security, upgradability, and configurations in a proper manner.
There are about a dozen or so WAMPs that you can test, to see how they stack against each other. I always recommend to try out - WampServer, UniformServer, Wamp-Developer Pro, and Xampp to see if one of them fits your needs, and if not, to either set up your own custom WAMP installation/framework, or go with a LAMP environment.