The distinctions among Windows user permissions and any set of SQL Server GRANTs seem like unrelated concepts. As often as not, it seems to actually be implemented with pseu
Since everyone else has discussed the benefits of Windows Authentication, I guess I'll play Devil's Advocate...
Allowing the account 'Joe User' to have access to the server means that not only can be connect with your app, but he can also connect via any other means (SQL Tools, Excel, malware, etc.).
With SQL Authentication, your app can run as a certain user and then the app can handle the database access. So when 'Joe User' runs your app, the app has SQL access... But 'Joe User' himself doesn't, which means that the aforementioned apps wouldn't be able to have implicit access to the database.