Major benefits to removing packages is for auditing, risk mitigation, and certification.
Less modules means less screens and configurations to verify on every audit (Is VPN turned off? OpenVPN, yes. IPSec, yes, etc. etc. Every bloody audit.)
Risk mitigation: You aren't vulnerable to a flaw in the X module if it's not even present on the media (see the recent OpenSSL issue).
Certification: If you need to pay for certification for some reason, then less things to certify takes less time and can be considerably cheaper and easier.