Nothing in it in my experience. I’ve a mix of synths with and without USB MIDI and I’ve done some experimenting with a couple that have both 5-pin and USB connections.
Time lags in MIDI are caused be several things.
The first, and sometimes biggest, is how long it takes the synth itself to respond to incoming MIDI or generate outgoing MIDI. If it takes the synth longer to turn USB data into MIDI than the interface then you might gain a millisecond or three by connecting it with MIDI cables. If the interface takes longer than the synth you might get a additional millisecond or three using it as a MIDI interface.
Synths themselves take time to process the MIDI however it arrives and turn it into audio. To complicate things more it’s rare for any two synths take the same amount of time.
So long as you’ve workable latency times from the point of view of playing the synth it’s easiest to just nudge the audio to where it should be after recording, or if recording MIDI quantise the MIDI to get the note on points where they should be.
There’s a setting in preferences that lets you set a default for shifting MIDI by user set amount of time, but if you’ve more than one synth/controller the setting that’s right for one might make the others worse.