The external antenna boosts performance a lot compared to the internal one. Actually I consider it a mandatory option for the VBOX Sport: why should one spend so much money for a GPS sensor when crippling it on the antenna side?
Putting an antenna on a metal car roof is always going to improve reception compared to a windshield mount because the antenna on the roof has a much better ground plane. If you could do it, it would be interesting to compare reception with the external antenna to reception with the device itself mounted in the same location.