My worry on putting the bail into the wax was where would it be sprued - I'd set it up so it could be sprued with minimal loss of detail on the shell, with easy cleanup prior to soldering a bail on.
I'm a bit (irrationally?) twitchy about cast-in-place bails; makes no real sense since I'm happy to use a separate cast bail, but it feels a more robust solution.
With absolutely no evidence to back that belief...