I'm going to do that myself one of these days, that is, make an array with the transistors on the backside so the heatsink is clamped by screws through the board.
Discrete transistors are so damn cheap, it almost doesn't make sense to use modules. The main difference is convenience and serviceability, I think. For sure, if you're doing something at high frequencies, there is no module in existence that can go fast -- think the highest I've seen is a Microsemi/APT MOSFET half-bridge only rated for 200kHz resonant (compare to a fast IGBT bridge that wheezes out around 50kHz, or discrete MOSFETs that'll do MHz these days). It appears they made no effort whatsoever to reduce lead inductance, which is shameful.
Hmm, also curious what isolation they use. All those heatsink pads are at different potentials (B+ and AC, respectively). Wonder if it's hardcoat anodized...