By having the resistor built-into the contact, the correct supervision of the zone is achieved and messy splices at the contact are eliminated. If you have had your EOL resistor installed in a less professional manner, (e.g. your installing company incorrectly installed the resistor at the control panel) this is a great way to correctly update your system. By putting the EOL resistor at the contact to provide the level of supervision the manufacturer (and likely UL underwriting) intended.
The ideal position for the end of line resistor (E.O.L.) is at the farthest point from the panel in the zone loop. This will confirm the integrity of most, if not all, of the wiring between the panel and the last device installed on the zone loop, thus preventing any intentional or accidental compromise of the security zone loop. The closer the E.O.L. is mounted to the panel in the wiring loop, the greater the possibility of compromise of the unprotected loop wiring after the resistor position. Door and window contacts with built-in resistors are the absolute best and easiest way of placing the end of line resistor in that ideal position.