Running individual outs into a mixer, you’ll have control over EQ for each channel, and since you are running them into an interface, you can track each track individually, giving you more flexibility later. Depending on the drum machine, it might be quicker to adjust things like levels on the mixer as well. If you have send fx set up on the mixer, you could then decide to run certain tracks through those send fx. Also, some analog mixers give a little analog mojo, and running each track individually through separate channels will give you more of that mojo, compared to just running the stereo output into it.
On the other hand, running the stereo outs, everything is together, which may be good if your drum machine has, say, a good built-in compressor, or other master fx. And sometimes internal summing can have a pleasing sound on certain boxes.