This has been discussed in the forums quite a bit, and different things work for different people, but many people prefer to use the device’s native skill integration for the voice assistants just because it usually has more features than the smartthings integration for that device will. Also, then the voice assistant will still work with that device even if smartthings is being flaky or is offline for maintenance or whatever.
The exception would be if you are using one of the advanced custom smartapps like EchoSistant or AskAlexa. Then you will use that skill and the setup will be different. Both of these can do much more than the official echo features, but are quite complex to setup and require an Amazon developers account. So I think most people don’t feel that they need the extra features these provide, but choice is good, and they are very popular with power users who feel frustrated by the limitations of basic echo. 