I have been building a number of neck-thru guitars, and I have a number of reasons for it. First of all, I like the feel of the transition from the neck to the body. It is impossible to get that feel, even with a set neck. Second of all is the sustain, which is much improved, to my mind.
I also have to say, that for all of the added work of shaping the heel with the neck in place, and the major pain in the ass of finishing, and the difficulty of finding straight mahogany of sufficient length for the neck through blank, I actually find all of that easier than designing a neck joint which looks good, and setting a neck into it cleanly.
There is also just an inherent feel of quality to a neck-through guitar that is well designed and well made.
With a well made neck it is unlikely to twist in a way which is problematic. Most builders do something to stiffen the neck (I laminate them with three eighth inch thick pieces of contrasting wood, others use carbon fiber rods, or even steel rods). This makes them much more stable (as well as making them sound better, to my mind). A little twist is not actually a problem, and of course a truss rod is there to fix a bowed neck, which is the most likely issue with a neck. If it does warp or twist beyond what is acceptable, there are things we can try, but to be honest, there comes a point when it is time to get a new guitar. This is extremely unlikely with a well built guitar, but wood is wood, and is not a material which can be completely controlled. We have a sign at the shop which puts it perfectly:
It has been extensively proven that, under the most stringently controlled situations, wood will do pretty much as it damn well pleases.
Light
"Cowards can never be moral."
M.K. Gandhi