JAA or EASA rules do not allow an IR to be done outside of a JAA memberstate.
AS in every JAA/EASA certified school in the US will have you do your IR back in Europe, there is no other way.
FAA training plus JAA/EASA conversion can be cheaper then JAA/EASA training alone.
So one benefit is cost.
Others are:
- Time savings because of better flying weather
- Both sets of certificates (FAA and JAA/EASA) for more job opportunities
- Exponentially more choice in flight schools if you train FAA