Benefit of putting your probe under the substrate would be to monitor how hot you're actual UTH is getting. A UTH running at lets say 98 degrees under the substrate would give you 92 degress above the substrate, just as an example. Its a matter of preference. I personally monitor the temp of my flexwatt while checking surface temps in the enclosure with a temp gun. I then have an accurite that I move around my rack to get a read on ambient air temps.
Just another way to to do the same thing.
Edit: Raul brings up a good point with burrowing snakes.