It sort of depends. For the blackboard bold, it's not really much difference between doing it in the editor and doing it as TeX macros. I used to do them in TeX, but after I started doing other things in the editor I switched them for no particular reason outside of consistency. Also, expansions for words like function, holomorphic, 'the following are equivalent', 'if and only if', etc., are problematic to do as TeX macros, because of issues around spacing, and because it's simply more readable.
For the others, it is really about the keystrokes -- one has to be able to type really fast to keep up in a lecture or a talk, and then once you've optimized for speed, why not type that quickly all the time?
For the others, it is really about the keystrokes -- one has to be able to type really fast to keep up in a lecture or a talk, and then once you've optimized for speed, why not type that quickly all the time?