For one off things, it's easy enough to just use something like WinSCP or ssh + vim. Having to count on a remote environment having all of the X client software installed to do X forwarding and sublime text to boot is going to leave a lot of people disappointed. If subl supported remote editing out of the box the presence of any extra software beyond, say SSH, becomes something no one needs to care about. Bonus, your local install is already configured and setup exactly the way you like it.