No scientific testing or anything but here is my

The stock setup through the radiator had enough of a cooling effect for the engineers. A temperature drop from the hot trans.

Running it through a second cooler provides an additional temperature drop.

Since I've never experienced antifreeze escaping into the cooler lines, I run mine through the radiator first and then to an auxiliary unit placed in front of the radiator.

Also, that is how it is done on most truck towing packages. Again, good enough for the factory engineers. Only reason I can think not to do it is if you are running very high thermostat and coolant temps that would heat the trans fluid over the temp it is leaving the transmission at.