The single ox is more prone to go astray due to distraction than a team of oxen. Leading the ox all but eliminates the straying problem. Leading also eliminates a lot of guess work for the ox. By being led he understands exactly what it is you want him to do.
Not being in the enviable position to work together daily, leading also makes up for the lack of daily reinforcement of the Gee and Haw commands.
One day I was leading Scout the Ox and we were crossing a ditch at the top of which the snow was very deep. I was getting stuck in the deep snow and unable to go any further when to my surprise he got his horns under me and boosted me up onto solid ground. Now that's teamwork!
One downside to leading is an occasional horn in the back. I'm planning to make a longer lead stick for the times when leading seems the best option, and I will also continue to drive him from the side or behind when working on the road or in open country.