There are, I think, three reasons for going to an external pump instead of the submersible. 1) the heat transfer already mentioned, 2) the need for lower energy cost for the volume of water to be moved and 3) the need for space within the sump for other equipment or refugium. If none of those apply, keep using what you have!
The noise factor is directly related to the brand/quality of external pump. I have an Iwaki that is completely silent (that is to say, less than the sound of water and fans) with the doors of the stand closed. I have a Sequence Dart for closed loop that pushes 3x the water and is also undetectable.
There are always lots of posts (when Search is available) on pump noise (or lack thereof) Do a search for "pump and quiet" (without typing the quotes) to get lots of opinions.
If you are planning to keep corals, then the extra water flow of a closed loop system can be very helpful. Less demanding corals will get by with the easier and cheaper approach of using powerheads.