If you pick a non-stop destination, you can fly in the morning and still get a round of golf that day. You don't have to go in the night before to save the whole next day for golf. Same on departure day. You can play all day and be home at night. That's preferred to something closer but remote enough to require connections.
Connections are bad for two other big reasons.
Connections also mean more chances for ground delays at airports. If you must take a connection, try to avoid the busiest hubs. Also, if there is a connection, be sure to carry on a couple of extra golf shirts, socks and personal needs. This way, if the clubs make it but the luggage doesn't, you're not wasting time and money shopping. Go directly to the golf course.