It might not even be in their control. Working with real physical materials can have a lot of unforeseen problems as far as keeping a continuous shot and making the sfx quality consistent.
Bull. You might find this difficult to believe, but the films were using practical effects prior to CG - for decades! And we're not talking about set design; I think everyone is in favor of green screen instead of matte paintings or low-budget sound stages. Most of the optical illusions and effects we are talking about in this very thread didn't involve toxic chemicals or took a lot time to setup or execute.
It's simply a matter of that filmmakers have no sense of creative problem solving thanks to post-production tools, and that most didn't learn the "tricks of the trade" via an apprenticeship - those don't really exist anymore. I mean, where is the Roger Corman of today?
Probably the best way to keep up the illusion is with a hybrid (eg: Children of Men) of real world and CGI. To go entirely with "unnecessary" CGI is probably beneficial for the director in that it takes them less time to do it and it needs less micromanagement, I'm guessing.
I don't think anyone is for abolishing CG workstations, but if they're not needed - they shouldn't be used. This is Christopher Nolan's philosophy, and it's worked well for him, I think! Also, the micromanaging is the producer's job, not the director's. And a producer's job IS to micromanage, so that shouldn't even be an issue.