It's definitely more work. The difference between the two approaches — and I don't know if I can boldy call it a benefit exactly — would be that all links would be on the correct title of the page. This means you wouldn't get the "Redirected from [redirect name]" message at the top of the page, and that you would then be able to delete the "Doctor Who:"-prefixed link.
Is that important? I dunno. In some cases it is — like when you discover that there's a potential for confusion between the old name and the new name. Here, though, "Doctor Who: The Unfolding Text" and "The Unfolding Text" are unambiguously equivalent.
But, again, I'm saying this cause I don't want to do the extra work. There may be a valid reason to take that extra step that I'm not seeing.