Yes, comfort is the big reason to skip the side seam. They also are faster to sew-up with only one seam!
Another way to add comfort is to make your pj's inside-out. I do this for thicker fabrics like fleece.
Or you could use a flat seam, like I do here:
http://www.johnnymangoseed.com/blogs/johnny-mango-seed-blog/6309848-pjs-for-kidsEnjoy!
Pamela