Maybe, maybe not. Choosing a residency and creating a match list is far more complex than just "well I want to be a thoracic surgeon so I should take the shortest possible route to that end".
If you are in HS right now, it's nearly impossible to imagine how different life is for a graduating medical student. Even if you go directly through without taking any time off, you'll be 25-27, may have a spouse or kids, or be dealing with family members (grandparents or parents) who are ill. That may significantly limit what you consider viable geographic options to places where these integrated programs don't exist. You may want a particular type of career - academic medicine, or heavily research oriented - where going to a general surgery residency program that requires 1 or 2 years of research may be beneficial. You could have a significant other that you're couples matching with who has a challenging match ahead of them and you end up being the one who sacrifices because there are general surgery residencies everywhere, or you might be considering what their career path is so that they can complete their training on schedule before either of you go on to fellowship. If you're female, you might be thinking when you can manage to squeeze in having kids. You may not even be competitive based on board scores or whatever for these integrated programs, though you can still be successful in matching to a surgery residency. Once you're in a surgery residency, that may be the time you could succeed in building a CV that will be competitive in the fellowship match (say by having a well known surgeon in your desired field say "hey, this person is actually a talented surgeon who would be good in this fellowship", since it's pretty hard to identify medical students as being talented surgeons).