Reason for using generally TH type current sense resistors in SMPS circuits
One reason is probably that the surge power capability of larger resistors, especially wire-wound ones, is much better than surface mount resistors. It mainly relates to the thermal capacity of the resistor - large is better in general.
In this application a surge may occur is the supply is shorted, before the current limiting comes into effect.
Your choice of a 2512 2W resistor does seem to be a good one though with a good pulse load capability.

Bourns Thick film resistor
11 things you need to know about resistors in pulse load applications