What advantage is there to NOT turning?
In Albany it's a quick run up and out the wye and you're all set. You don't have to deal with customer complaints about seats facing the wrong way and always have the engine leading. No need for a cab car.
In NYP, it's a slightly longer loop around Sunnyside, but similar benefits.
In both cases, you get a chance to service the train outside the station if you wish.
The only real advantage I can see is possibility of running one or more round trips with the same amount of equipment, but this is really only helpful is the time to turn exceeds the time you want to run another scheduled train.
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