I think the biggest advantage is the ease of getting in and out, especially with a bottom entry Hennessy. I always have a tough time getting the material under me straight while wrestling with the zipper. When I switched to a side entry Blackbird, I realized that I needed to enter my hammock from the left, but that I had a right-zip sleeping bag. That is probably the worst combination. Since then I have tried a left zip bag and it is way easier. All of these concerns go away, however with a quilt. Just get in anyway you want and pull the quilt up like a blanket. Easy. You can try it by just unzipping your sleeping bag down to the last foot or so, and using your bag like a top quilt. I would have just kept doing that, but I had paranoia about the zipper tearing the hammock when it was trapped under me. A quilt has no zipper.
If you do go with a quilt, I recommend a sewn or snapped footbox. My velcro footbox rips apart too easily if I am trying to put my feet into it. Hope this helps.