I hate the power brick on my 2009 Mini. Firstly it's huge and secondly the connector is poor, you have to be very careful not to dislodge it. I suppose if the connector was more like the plug on the Mini's with in-built power supplies it would lessen my issues somewhat but the brisk size issue remains. Personally I cannot see Apple going back to the brick as that would be a big step backwards.
I also did not like the power brick on my 2009 mini. The power plug at my computer was also loose. While the old power bricks just sat on the floor behind my desk (with a zillion other wires) the direct power connection on my 2012 just seems really clean and neat.
There is another way of looking at it however. First the external power brick allows for a bigger, more powerful, easily replaceable and prossibly more reliable power supply.
That skimpy little power supply inside a 2012 mini could be removed to allow for better cooling or (even better) a discrete GPU. I would gladly accept a more powerful external power supply in return for either better graphics, a more powerful CPU or less throttling due to more efficient cooling.