Connected app is very easy to use if want to use integration with 3rd party Web services (we can store Client Id/ Secrets etc within Connected app), which in Dynamics 365 are exposed if written inside the Web resources for consumption.
So even using basic JavaScript & HTML code can be easily exposed at browser which is not good. Connected app provides user wrapping like we used in Web.Config files.
Otherwise some provision that we could write some custom code using C# (not plugin) so we can utilize the Web.Config file as resource.