The advice to exercise employee stock options as soon as possible implicitly values those options only at what the profit is on the day they vest, which is wrong.
The value you place on employee's share options is not the profit if you exercised them today, the value would be what it would cost you to buy those options. The fact that you can't buy these options in the market might you some idea of their value.
You can't get options to buy a share at today's price in 1-4 years time, and on top of that be able to exercise that option once vested at any time post vesting (up to usually 7-10 years).
They're a retention tool, not a genuine stock option that could be provided by the stock market.
To compare potential worth of shares versus options.
Company x has shares worth $100 a share, you own 10 shares. That's worth $1000 today.
You have 1000 options given to you at $99, so you're up $1 a share, that's also worth $1000 today.
Next year, the share price rises 20%, to $120, if you own 10 shares have gone from $1000 to $1200.
However the options would be gone from $1000 to $21,000.
That massive difference in potential returns, is why you've to think differently in terms of diversity regarding options. If you diversify from options to simple shares, then you've gone to a less potentially profitable asset.
In the US I believe if you exercise and don't sell you can avoid income tax, paying CGT instead on your eventual profit. If you exercise and sell quickly, then you pay income tax.
In Ireland it's income tax on your initial profit up to the day you exercise, so there's much less incentive to decide not to sell, in fact the RTSO pay tax within 30 days requirement is to try to force you to sell quickly.