This question comes up, because so many of the modern park engines (and Cagney engines) are specifically built with throttles outside the boiler in the cab.

Why did the majority of steam locomotives have their throttles in an otherwise difficult to maintain location, inside the boiler?

Having the throttle inside the boiler is more thermal efficient than outside.

Hi Steve
You sort of answered your question with your last sentence, the throttle is easier to access being in the smokebox. and service.. The dome throttle presented its own problem just being in the steam dome..
In order to perform any maintenance on the throttle,, the engine had to be cooled down,,, for maintenance, and before either adjusting the throttle, or making repairs..
So it just made more sense to put the throttle, in a different location such as the smoke box,,, for easier access, and maintenance. Pat.

Biggest reason is to avoid water in the cylinders to the greatest extent possible. On a saturated engine this is accomplished by placing the throttle directly in the dome which is the source of the hottest and driest steam available. That steam is then routed through the heat of the boiler on the most direct route possible to the cylinders minimizing the opportunity to condense back to water. Park engines like you describe often have a manifold in the cab with a throttle valve directly connected. It's simpler mechanics, but now you are tapping wet steam. With good insulation, low operating pressures and engines built more for show than utility, this can work, but would be a poor setup when the goal is maximum performance.