There is no reason why the IFR departure would be better.
If you wanted to depart VFR that's up to you, as it's up to you to fly within the limitations of your licence. The thing is if there were other departures at the time then no doubt the ATC unit concerned would separate you from other, IFR traffic. They would however probably appreciate a quick call when you were above the fog layer and in the clear (it's a two way street after all).
I know where you're coming from and I'm completely in agreement - why should you pay route charges for the whole flight when you're IMC for 30 seconds and VMC for the rest.