I always jump hooked in (only do chop-hops) and find I'm more able to control the sail in the air, but my main reason is that I just forget to unhook until I'm about to launch...although as said, stuff the re-entry and you'll get thrown around the front. Only happened once to me, and yep, it hurt! I tend to take the weight off my harness mid air, and find that if I accidentally unhook whilst jumping, my landings aren't very smooth.
The other downside of being hooked in is if you land hard, you risk bending/snapping your boom or lines, again...that's only happened once also.