In the case of gdiplus, the native dll has a critical bug that is not present in builtin (crashing when encountering certain fonts). I also remember there were regressions reported when we switched to preferring builtin. The default did matter for people who didn't intentionally install the native dll.
For d3d8, if anything installs native in a system location, that can't work and we have to prefer builtin. (I can't verify right now, but I'd guess that directx installers, which are run often especially on steam, do that.)
In general, builtin is the better tested (with the rest of wine) and more easily debugged path.
That said, we do prefer native for many libraries, particularly when adding a new stub dll.