Typically the commands that I run this way were idempotent so it does not matter if they fail. On the other hand having them in the local shell history is nice since I can preserve that while the remote system can be a transient container where history is not preserved between restarts or it may not even have bash in the first place, just a minimal shell with no history saving support. Plus tmux or screen even when available still sucks at quickly scrolling with mouse and copying the selected text.