Currently in the US there are circumstances which allow you to rollover your existing 401K into an IRA, such as when you change employers. You may also keep it in the existing employer's plan or roll it into your new employer's plan.
Assuming there is no issue of minimum balances for the funds of interest, why would I not choose to rollover my 401K into my IRA whenever I'm allowed to do so?
It seems to me that an IRA is a superior account type.