Would there be a big advantage? No.
I concur with the above: it's totally up to you. Technically speaking, it's unlikely to make your beer better or worse. It may save you a few $ on extract, but it does add some complexity on brew day. The first couple are especially bad because it takes a bit of experience to figure out how to hit your temperatures.
A big beer is probably the least sensible place to start the transition. Assuming you're doing PM because you don't have the equipment to do a full mash or boil, you're going to wind up with the majority of your fermentables coming from extract anyway. Unless you want to do something that requires conversion, you might as well stick to a steep.
But I do mostly PM, usually trying to minimize the amount of extract. I enjoy the extra challenge and it's fun to play with a wider range/larger number of ingredients. If I were you, though, I'd stick with extract+steeped grains for the big beer and do a less ambitious beer as your first PM. One tip in any case: have enough extract on hand to correct for a much lower than expected mash efficiency. I attempted to do an all-grain batch a couple weeks ago and wound up lower than expected---I was glad I'd initially ordered the ingredients to do the beer as a PM so that I had an extra pound of DME on hand.