Benefits of holding many souls at once

Solution 1:

Yep, there are some benefits:

In Dark Souls 2 there are Hexes that consume souls - Resonant Soul, Greater Resonant Soul, Climax, Resonant Flesh, Resonant Weapon, Lifedrain Patch. So amount of souls defines how many casts you can make. Climax is the most powerful one:

Fires a dark orb at the cost of all your souls. Damage dealt scales with souls sacrificed. Deals maximum damage at 5000 souls sacrificed. Has the highest base damage of any spell in the game when at full power. Can be used even without souls, but at greatly reduced strength.

Also, in Dark Souls 2 there is Ruler's Sword, which deals more damage depending on number of souls carried:

The strength of this sword is relative to the number of souls possessed by its wielder.

At 1 million souls the total bonus damage of this weapon is +118 (not including scaling from Str/Dex AND having removed EVERY ring and piece of armor). The cap for the max amount of souls for this weapon is 1 million.

Note: If the wielder has less than 300 thousand souls in total, the sword will receive a damage penalty, which will slowly decrease the more souls you gain.

Also, again in Dark Souls 2, you need to accumulate certain number of souls (one million, plus an additional million for each New Game+) to gain access to Shrine of Winter. However, this is not about souls you carry, but about Soul Memory.