It's slightly easier when you're doing basic things, but once you get into coding anything above beginner level, using any other kind of While loop other than while GameRunning() is likely to cause problems; you'll want to run multiple mechanics at once, but you won't be able to easily because different sections of code are looping at different times...
Hard to explain, but it's a conclusion I swiftly reached after I made the level "Return to Fluffy Land" which was my 2nd level ever. I wrote that with lots of While loops that were triggered one after the other. While 1 would loop for a while, then stop... then While 2 would loop for a while, then stop, then While 3 would loop...and so on. It ended up being sooo messy, and by the end of the level I found it was restricting what I could do, so for the final loop I believe I just did While GameRunning() do, and then figured out how to run mechanics in parallel within that loop.