When working with a large development team and certain checkstyle plugins (eclipse-cs for example), it is nice to have the checkstyle config in a single file. When needing to use the SuppressionFilter configuration, the relative path of the suppression xml file is not exactly intuitive, and may vary from development environment versus SVN hooks. Eclipse-cs even supports a remote location for the checkstyle config (which is handy for updating on the fly for the development team).
All this being said, It would be useful to have a single file to point to (checkstyle config). A solution may be to provide a simple SuppressionFilter implementation that allows configuration of folders to skip (a common ask, when skipping generated source folders, or test source files).