In the two articles listed above we see several ways to extend the original SABR (Hagan 2002) model and apply numerical schemes to solve it. Both articles mentions low/negative rates as the reason for why these models are useful.
How I interpret use of these methods: When the underlying product can be negative then it a good idea too apply these models rather than the original SABR.
My question: Is there any advantage in using these extended and more complicated models for options where the price of the underlying cannot be negative? For instance FX and equity options.