We chose to do it that way as we knew we would be arriving late. In fact due to sat nav problems in Madrid (or possibly user error) we were delayed further, so the Santander to Alhambra drive took us 13 hours including 2 stops and the delay in Madrid, arriving 0130 at the coach park. I don't think we would have been welcome at anywhere with facilities at 0130 in the morning! Also being onsite we were able to queue for tickets first thing for palace entry that day.
I agree though, if you are in the area, have booked in advance for palace tickets, there are better value car parks available