I have tried a feeding container and frankly flat out hated it. I use newspaper as a substrate so I feed in the cage, I find it so much easier than a separate tank for feeding.
People do it because they think that the snakes will think that every time you open the cage food is coming, and a the mistake will be made by the snake that your hand is food. If they can be conditioned to think that, then if you use a separate tank for feeding, every time the snake is handled, it will expect food after or not want to be handled very long because it is eager for food. I haven't experienced anything of the sort either way personally.
Advantages of feeding in another container:
-If you use loose substrate such as aspen, nothing will be ingested.
-In a smaller container, the snake can find food easily
Disadvantages:
-Unnecessary stress to the snake from moving it around, which you definitely don't want after it eats
-Some snakes don't switch out of feeding mode until an hour after feeding, which is what I experienced with my Cal King, and you'll simply get bitten if they are still in feeding mode
-You need to monitor the feeding so you can move the snake back into it's heated enclosure after the food is eaten
The choice is yours.