The Apache Derby is a file-based database residing on the same server as GoAnywhere MFT, which in some cases could negativity impact performance since the application will require more thread utilization on the same server (both application and database would require threads for an action). Externalizing to a separate database will prevent the use of double threads and then a DBA can schedule a Database backup on a regular basis. It also should be noted that when the Apache Derby database performs backups or maintenance, it will temporarily take down the GoAnywhere application in order to run these processes (all tables are locked and cannot be written to).
One other thing to note is that if you are thinking about clustering your GoAnywhere MFT instances in the future, taking advantage of High-Availability, this requires the use of an externalized database. At that point you would need to migrate off of the Apache Derby database in order to use.
As iterated above, HelpSystems recommends moving your GoAnywhere MFT database to an external database as best practice.