Leaving the fan running helps the coil condensate drain off and reduces the chance for mildew to build up on the coils. Some control systems allow for a set time delay between the end of the compressor cycle and the fan shut off.
However, the reason for AC units with internal thermostats to run the fan is so that the room air circulates by the thermostat and allows for better temperature control. A remote mounted thermostat isn't affected by the local cold air around the rooftop AC unit so it does a better job.