There is also an aesthetic concern. I like the legs to come straight off the devices and then have a single 90 degree bend. Going thicker means you won't have enough lead material to do this. You will also have to bend at the base of the transistor, if I recall. The concern doing this is arcing from the lead to the bracket edge if this angle becomes significant. You can avoid this by machining more off the edge, but then you don't get as good heat transfer between the device and the bracket as part of the case slug is exposed to free air.