It helps in a couple of ways...
1. You can ensure that the snake ate rather than just pushing the mouse around until it buried it in the litter. You find these bloated mice a few days later!
2. You can ensure that the snake isn't ingesting any cage substrate with the food. Cage substrate can cause damage to the alimentary canal.
3. You can prevent the snake from becoming "food trained" in its cage. This is where a snake gets used to you opening the cage and placing food in. Some species will anxiously anticipate this and lunge at the opening to the cage whenever it is opened. Snakes that are fed in separate containers don't usually have this problem.
This problem isn't that big a deal when you are dealing with cal kings, but when you have a large snake, it can be a real threat. (I actually have a couple of Ball Pythons who are really bad about this - watch where you reach!)
4. When dealing with kingsnakes, it can make breeding introductions a little less scary if the snakes aren't used to being fed this way.
5. And if you are keeping more than one snake in a cage, it ensures that everybody gets something!
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Chris Harrison
...he was beginning to realize he was the creature of a god that appreciated the discomfort of his worshippers - W. Somerset Maugham