Dither adds noise. The difference between dither algorithms is in the frequency distribution of that noise. The simplest methods (square, triangle) pretty much don't care how the noise is distributed, so they can skip the extra steps and run more efficiently. Proprietary algorithms (Pwr-X, MBIT+, UV-22) reduce noise frequencies that human ears are most sensitive to and move that energy up into the stratosphere where nobody cares.
In theory, that makes the more sophisticated algorithms more transparent. In practice,
nobody can hear the difference. Sure, you can artificially create a scenario in which dither noise can be heard, but not in any real-world applications, where it's irrelevant.
For that matter, in most pop/rock recordings you could skip dither altogether and nobody would notice. I wouldn't do that in a harpsichord piece, especially with a golden-eared harpsichordist checking my work. But for a typical mix, even a dynamic one, few listeners would be able to distinguish between dithered vs. non-dithered version. Don't take my word for it - try it yourself.