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Would you rather use a Windows App clone, or an mstsc clone? Assume it has 100% feature parity with the original

By „Windows App“ you mean this modern RDP program with the absurd name ?

Unfortunately, yes. The one with the absurd name for which "Remote PC" connections for the Windows version became GA only yesterday, 3 years after it originally came out only with Azure-based RDP support. Years after the Windows App on non-Windows supported regular, direct RDP to Windows PCs

I remember that I tried to use one of these modern apps, but I lost track of it. To answer your initial Q: I don’t mind. I’d prefer a portable app. I always use rdcman