The desktop app: maybe slightly faster, can be used 100% offline, minimalistic window-borderless, cons: it seems it has lost GitHub repo feature?
web version pros: can use browser extensions like stylus/tamper(grease)monkey/… to turbocharge your workflow, cons: can be slower and takes more screen space. if you use chrome/chromium you can use both local folder and GitHub repos to store your files. also currently the web app gets updates slightly sooner (a matter of day/days only) - by @cannibalox on discord
GitHub integration is deprecated. Use web or app but with local storage in Gdrive/OneDrive ect folder.