I generally find that it's easier to interact with AV devices (webcams, microphones) on the desktop app, than when having to deal with a browser's opinions. It also separates it from your browser, which might be desirable if you keep a bunch of tabs and don't want them open in the background.
I use either option in different circumstances, they're both comparably fine.
I use either option in different circumstances, they're both comparably fine.