Internal is better because it's an SATA interface not USB, but it's still inadvisable to have your music stored on the system boot drive no matter what.
In answer to your question, it's because they share the same bus if they are both using USB; the
Pure Music website for example advised this:
"
It's best to choose the hard drive(s) after choosing the computer and audio interface. The reason is that whatever connection "bus" is used by the audio interface, the storage interface should be different for best performance. For example, USB hard drives should be used with a FireWire audio interface, and vice versa. This is to avoid bus contention issues from occurring, because the audio stream is a real-time stream that cannot be interrupted. Theoretically, it is possible to daisy-chain hard drives with audio on a FireWire bus... but this is not advisable."
Also from
Wikipedia:
"FireWire interfaces generally outperform similar transfers over USB 2.0 interfaces in real world environments....For example, the FireWire host interface supports memory-mapped devices, allowing high-level protocols to run without loading the host CPU with interrupts and buffer-copy operations.
[6] It should also be noted that Firewire features two data busses for each segment of the bus network whereas USB only features one. This means that Firewire can have communication in both directions at the same time, but with USB communication can only occur in one direction at any one time.
Other differences are that FireWire uses simpler bus networking, provides more power over the chain and more reliable data transfer, and is less taxing on a CPU.
[37] USB requires the presence of a bus master, typically a PC, whereas FireWire is a true peer-to-peer network, thus allowing either device to serve as the host or the slave."