There are a lot of benefits of being in the same room with someone when you are trying to gather information and learn more about them. Most people can probably agree that if your goal is to get to know a person, then the closer you are to them the better, however, in the world a usability testing, there are also benefits of leaving a user to his own devices.
Remote testing provides the ability to simulate a more natural environment for the tester without the added distraction or sense of pressure that comes any time a person is hovering over your shoulder watching you do something. Nothing will ever be quite as natural as you just doing something that you wanted to do when you wanted to and knowing nobody is watching you, however, this brings us closer to that.
In addition to the more natural sense, it also expands your possibilities as a tester. You can test users from all over the world and if you have task scripts, then you don't even necessarily need a moderator, meaning you can test greater volumes of people at the same time (you'll still have to go through all those volumes, but you'll have them).
Final answer, remote testing is a good idea and can make testing more effective and more efficient.