To be 100% clear, im new to this. With that said, the idea of having an all in one thing makes me happy. Not having to lug around another box that I then have to connect to the robot. So currently im half way through adding 5 solenoids and 4 regulators into the control box. Ive only modified the bottom accessory plate and have no plans on drilling any holes into the controller enclosure itself. So is this a bad idea? My main worry is leaks, if any oil or water gets past my filter it could damage something, but is that a actual thing that could happen? What are yalls thoughts, Ill always need at least 1 pneumatic output for a gripper so it would definitely be nice to not need a external box.
I’ve done it a few times. It hasn’t proven to be an issue. 
There’s no risk of pressure building. The only risk, as you mention yourself, is if the air is not clean. You should be confident that the air is clean.
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I ended up throwing them in an external box, too many times have there been water in the lines. Thanks.
You could also look at something like this:
EX600 Modular Platform (smcusa.com)
If you get the Modbus SI unit, you can control it directly from the robot (we just deployed this recently)
And you can add as many valves, extra inputs, extra outputs as you want and they’re all IP67 rated, so you can just bolt the whole module directly to the robot base or cart.
Just a thought