Internals seem to do better at life, pace obvious confounding: maybe instead of internals doing better by virtue of their internal locus of control, being successful inclines you to attribute success internal factors and so become more internal, and vice versa if you fail. If you don't think the relationship is wholly confounded, then there is some prudential benefit for becoming more internal.

I'm willing to bet that Internals think there's a prudential benefit to becoming more internal and Externals think the relationship is wholly confounded.