Don't they have to quit their families when they join the Watch? Do such big houses have some privileges or something?
As somebody who came from one of the great houses, and First Ranger of the Night's Watch, Benjen carried more sway than most in the Watch. His brother was also the Lord of Winterfell. Therefore when King Robert visited Winterfell, Benjen was sent to Winterfell to appeal to the King for more men and resources.
From A Game of Thrones
“He was the fourth this year,” Ned said grimly. “The poor man was half-mad. Something had put a fear in him so deep that my words could not reach him.” He sighed. “Ben writes that the strength of the Night’s Watch is down below a thousand. It’s not only desertions. They are losing men on rangings as well.”
“Robert is coming here?” When she nodded, a smile broke across his face. Catelyn wished she could share his joy. But she had heard the talk in the yards; a direwolf dead in the snow, a broken antler in its throat. Dread coiled within her like a snake, but she forced herself to smile at this man she loved, this man who put no faith in signs. “I knew that would please you,” she said. “We should send word to your brother on the Wall.”
“Yes, of course,” he agreed. “Ben will want to be here. I shall tell Maester Luwin to send his swiftest bird.”
“And there is the Wall. You need to see it, Your Grace, to walk along its battlements and talk to those who man it. The Night’s Watch is a shadow of what it once was. Benjen says-”
“No doubt I will hear what your brother says soon enough,” Robert said. “The Wall has stood for what, eight thousand years? It can keep a few days more. I have more pressing concerns."
Nobles are granted some privileges when it comes to life at the wall. It sounds like he's visited before.
Also it is very clear that Benjen's trip to Winterfell was due to the kings visit (ie not a social call). While the watch sends out its regular run of the mill recruiters throughout the seven kingdoms, due to issues with transportation the actual command of the watch probably doesn't get much direct contact with the high rulers. House Stark seems to visit quite regularly and Winterfell is at least a reasonable(ish) traveling distance from the wall. Mance recalls meeting Jon (when Jon was a little kid) while accompanying the Lord Commander on a trip to Winterfell. Benjen was likely sent down as a commander to speak directly with King Robert (I don't know why Mormont didn't come himself)
He may still have been drawing on one of the privileges to visit in saying "Ben will want to be here" And if your familiar with a certain theory regarding one of Ned's household and assuming Ben was aware of it, he could have been there to keep and eye on the situation.