I prefer some pedals to the Axe, but I'd rather spend a little time on getting something that sounds good enough to me then haul more gear along. Time spent is usually something you do once, hauling additional gear along is something that you keep on doing. And that gets old real fast. Not to mention the additional tap dancing.
For me the FX were the biggest reason to get the Axe, as I wanted presets, less stuff to haul around and no more tap dancing. To me that was worth the sacrifice of ditching a few favorite sounds if I couldn't exactly recreate them in my Axe. No more having to diddle with knobs and settings during and between songs, everything switching over to a new setting with a single stomp, I'm loving it! Sure, I wish I still had a good fuzz boxes, like a good Muff and my Skreddy Lunar Module clone, but I reckon what I have now is good enough. And nobody in the audience will hear the difference anyway. So why go through all the hassle just because I am an anal retentive?
I did go through a learning curve though when I transitioned from pedal board to Axe. At first I tried to recreate my pedal board pedal for pedal. Including ye olde drive pedals into a clean amp setup. But the Axe did not have the drive pedals modeled that I used, and the ones it did I never really liked. For high gain stuff I never liked the Ruckus. I even tried to make a rig with some of my favorite drive pedals and an external looper in the Axe FX loop, but that alone added 10 kilos to my rig. Then it dawned on me, why trying to emulate a Marshall via pedals into a clean amp when I have Marshall amp models in my Axe. That was a game changer. Maybe if I ever get a guitar tech and roadies to setup and haul my rig around for me I'll go back to using real drive pedals, but until then it's the Axe only. My back thanks me for that.