Anecdotal, but DH left his 401k in his previous employer's plan rather than roll it into an IRA. Over the years, that previous employer kept switching service providers, which changed the funds offered. We finally decided it was time to wrest control away from them and roll it into an IRA, but unfortunately not in time to prevent one more provider switch (and blackout period while the switch was made). During that last switch, the new service provider got some bad data, which said that DH's funds were not all vested (incorrect), and we couldn't roll the entire amount out. This employer had now been out of business over 10 years! DH was extremely lucky that when he contacted the parent firm ( running the 401k) he happened to be talking to someone who had worked with him years ago at the now-defunct employer. She knew the circumstances, and that they'd all been vested at the end, and could find the right people to fix it from HQ. The 401k service provider couldn't fix the problem without the intervention of the "employer", they only knew what they'd been told in the transfer.
Just to let you know that things can go wrong leaving it in the old employer's plan.