In my book, it is always better to use a plugin inside a VST host than a standalone app. Why? Because your needs develop over time. For example, you'll want to:
- make keyboard splits layering two different plugins
- create velocity splits
- modify a response from your keys using scaling curves
- automate things using markers and Timeline
- use audio and MIDI backing tracks
- record your inputs, record all MIDI, record your outputs, or part of a signal chain
- process MIDI events (isolate bass notes, highest notes, filter MIDI events, remap, etc.)
- control external hardware
- use a Stream Deck device in your setup
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This will happen sooner or later. This is my own experience, I first used hardware, then standalone versions of plugins and finally, plugins. The needs develop over time.