There is no real technical explanation for this (that I know of)and will vary from instrument to instrument and key to key.
Lines can sound a little cooler when played horizontally down the neck, something with the sound of a phrase being dragged down the neck gives me goosebumps.
The bottom line is that you have nothing to lose and everything to gain by learning all possible positions of the scales you use, and figuring out ways of connecting them. Here's a challenge;
Try taking an E blues scale, start on the high E of the ist str (12th fr) and create a phrase that takes you through all 6th strings and resolves on the open low E of the 6th str.