Embedded styles will almost always override externally linked style sheets (including custom, user defined, style sheets). For this reason the use of inline styles should be avoided. For example, if the font size of a heading was declared inline a person who needed to make the font larger using a custom style sheet would find it hard (if not impossible) to do so. This can prevent people from being able to access content on your website in a manner that is most comfortable for them.
CSS benefits accessibility primarily by separating document structure from presentation. Style sheets were designed to allow precise control - outside of markup - of character spacing, text alignment, object position on the page, audio and speech output, font characteristics, etc. By separating style from markup, authors can simplify and clean up the markup in their content, making it more accessible at the same time.