The external android box may use its own remote, vs a single remote on the Sony
The apps on the X7500F can maybe integrate better with the capabilities of the TV eg. 4k/HDR

On the other hand, an external box is significantly more versatile. Too slow? Upgrade. Gaming is also an option.
Choices galore, don't like the China made android boxes? Roku, Amazon Fire Stick, Raspberry pi/kodi, nVidia Shield, Apple TV etc.

Personally I'd say you're better off with an external box although some people say the X7500F panel is better than the X7000F panel 
I had to cross Sony off my list as both the X7000F and X7500F cannot stream bluetooth audio. Ended up with a Samsung.

the androidtv os in smart tvs is a little diff from android boxes using generic android.
androidtv is not as open as generic android, the apps in playstore are approved by google, but far less compared to generic.
can say the security against malicious apps is much tighter, as u will expect since it will affect the TV if a bad one gets in.
androidtv in a tv has its advantages - there are apps that work on it but will not work on some generic boxes, e.g. astrogo, unifi playtv.
it is also, like u said, convenient - just one power switch and one remote, u get the app going.

androidtv stops working after 3 years...?
more like if the android version is too old and no more updates, some newer apps may not work.
no diff from android phones, tablets, boxes.
however, current tv's come with android 7 or 8... they will stay good for 5 years at least, i wud think.
my sharp androidtv is 3 years old now... android6, working fine; i expect no problems for 2-3 more years at least... until android6 is totally obsolete.
at this time, android5 is still going strong; only android4 is badly handicapped.

android boxes, on the other hand offer more apps, more versatility and for better boxes, offer better video and audio capabilities.
hard to say if one is better than the other.
more like each has own advantages, a matter what n how u use them.
best is to have both, of course!

If that happens in 3 years then go buy your external android box. Whatever you buy in 3 years will be far better than what is available today. Don't limit yourself to whatever is built in, simple.
Yes, Sony X7000F (no bluetooth at all) and X7500F (bluetooth for keyboard pairing only) cannot support bluetooth connection to speakers, it'll only work via HDMI/optical cable. If you have bluetooth soundbar or speakers, they will not work. I tested it at the store.