The downside to fully assembling is your brush can't reach into all the crevasses you might want to have painted. You might view that either as a place where there should be less detail because it is shaded, or as an unacceptable loss of painting detail.
With Hellions, I would think you should be able to reach all the relevant parts, and the arms on the riders would be a bigger issue than the riders and the boards. Reavers would limit your ability to paint the bikes or the riders' chests properly, so might be sensible to do separately.
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From a midnight sky, there is a searing flash, a boom, a brief moment of destruction, and then it is gone.
Kabal of Lightning Strikes - Project Log
Drukhari damage output analysis