Pros & Cons of Buying an Integrated with Built-in DAC?

You sound pretty happy with your present set up, so why the desire to change?  I am guessing that for under 1K for a new DAC you will be making a lateral move. Not to disparage any DAC in that price range, but Hegel has a solid reputation and I suspect that the DAC  in your integrated would probably be comparable to others in that range.  Keep in my mind that I haven’t heard the Hegel, so I could be talking out of my a**...
  At 2K you are into some seriously good DACs by Mytek, Benchmark, Schiit and others.
  Of course you could get a used DAC, as you did with your amp

I say no DAC. Reason? Future input requirement.?
There are many sorts for digital as of now. Who knows what new input you may need in three years?
YOU buy a great integrated. three years, five years from now you decide there is a wonderful device available. Sadly it uses the new "Felgabba" connection. No one makes any converters, since that really destroys the great sound. Does you five year old Integrated with DAC support it? NO. THAT is the only reason you need to NOT buy a built in DAC for the ’future’.
When HDMI came out, all previous receivers became WORTHLESS.                  
Just sayin’.
Who knows what connectors will arise in several years.

Thanks guys.😀
There were lots of talk about adding a separate DAC. I thought perhaps I could upgrade this way rather than ditching the Hegel. 
The SQ on Hegel 80 is solid. Just curious as to should I ditch it and update to better one up my one box to multiple, which I am planning on it and keep it the Hegel for my small room.

I owned both a Parasound P3 and P 5. I was told the P5 dac was really good. well, it was better than the Oppo redbook dac but the dac in the Audio Alchemy DAC/PRE is terrific

Sorry that did answer the OPs question

It seems dacs offer the biggest potential for sonic improvements , but outboard dacs can get pretty pricey. The AA DAC/PRE MSRP is $1999, a veritable hi-end bargain, especially when paired with AAs PA 1 stereo amp