Beloader is more convenient as you don't need to have a PC to use Remote Play. But it's harder to setup, can have power issues and doesn't support controller audio. Touchpads also don't work on DualShock 4 V1 controllers.
PC or Mac PS Remote Play app is much simpler to use, but it's not quite as responsive as Beloader. Input lag can be 20-80ms, if Od1n's measurements are correct. Honestly, it feels really good most of the time, despite those ping spikes.
So...if you're mostly playing online multiplayer games, consider getting a Beloader because it's more responsive than PS Remote Play. But be aware that it does have some issues. The new Beloader Pro seeks to resolve them, so it's the best currently available option for Remote Play to PS5.