Is there any benefit to smoking concentrates out of a dab straw instead of out of rig and banger set up?

The biggest benefit is portability and discreetness.  The dab straw is small, while a rig and banger set up is larger and more cumbersome.

We do feel that is the only benefit and a rig will offer a much better experience and the water cooling will be nice on your lungs.

For a super cool experience and a machine you can leave on all the time consider a vaporizer like the Silver Surfer