.wxi file) and a WiX fragment (.wxs file)?
One thing to be aware of is that adding a wxs file to your project implies that MSBuild will do an incremental build when you update the wxs file. Including a wxi file does not do this.
But on the other hand, MSBuild is not doing automatic builds when any of the files you're including into your msi have been updated, so you're probably not doing incremental builds anyway.