On the odd occasion that I have picked up straight behind our neighbour's moco I have struggled. It leaves grass on the ground, and you have no room to weave a bit to get a good shaped bale. And it is sooo slow.In my experience you make far better consistent silage moving it. You also get more output out of your baler as otherwise you would have to drive twice as quick up each mower row.
For simplicity though behind the mower works fine.