Drilling out waste material for boring, I don’t like accident crashing a small boring bar into the bottom of a blind hole.
I’ve never drilled much with the carriage w/ a manual lathe. Seems like a lot of effort to get the drill on center (w/o a dro) and square vs plopping in a tailstock drill chuck. I generally set the quill with one of the graduations lined with the housing, bump the drill into the part by sliding the TS, run the carriage up to the TS and lock it. Then I can clear chips by pulling the TS back and just push it forward until it bumps the carriage and not lose track of my depth.
With a dro and the compound replaced with a plinth that pins the toolpost square I would probably drill with the carriage all the time. I don’t have either of those though on any of the lathes I regularly run.