What naib did in another thread is to use net-ties to make the feedback connections:
I find it hard to believe that an integrated 4 terminal resistor could have a better connection then the much cheaper 2 wire resistor, provided that the connections to the pads are made properly as in the picture above.
[Edit:]
I think it’s part “tradition” from the days of THT resistors. The Kelvin connections became a thing back then, and as long as people keep ordering them, manufacturers will keep making them.
I do have to agree with RobZ’s remark below that parameters in a bought 4-terminal resistor could be more tightly controlled than a solder connection. But how much resistance could there possibly be over the width of an SMT pad combined with both the solder and the metalization of the resistor itself? Maybe it has some advantages for extremely low tempco resistors. Maybe it’s mostly for “habit” and “ease of mind”.
I even saw a video of a teardown with some $$$ equipment which had the four terminal connections on the resistor, but they were just shorted together on the pads. I think it was a Keithley instument and I saw it on EEVblog, but details are vague.