I use the pump to mix for a number of reasons:
1. Consistency. If I suspect a problem with my proportioning valve, it's both easy to spot and easy to diagnose so why not? Determining the accuracy of a GPV isn't tough.
2. Waste minimization: I use my LC for many different methods and don't want to waste solvent.
3. It's more efficient: I don't have to spend time mixing a mobile phase.
4. One doesn't have to wonder or worry about selective evaporation of a more-volatile component from a solvent mixture when mixing at the pump. Obviously, such changing mobile phase means shifting retention times, possibly resolution, etc.
We pre-mix if doing a low-level assay with RI or conductivity, and then bypass the mixing valve.