Assuming that you'd like to protect your privacy by mixing coins, then yes, there would be a reason. Using an 'online wallet' (I am assuming you mean an online wallet-service, that has a website you log in through, or something similar to that) does not protect you in any way that using a locally generated wallet wouldn't. In fact, it is probably a poorer security model in most cases, since your private keys will be generated in an online device.

Further, the service running the wallet may have logs of your IP, etc, so it may also be worse for your privacy.

A coinjoin helps obfuscate the traceable history of a bitcoin through time, an online wallet does no such thing.