Direct drive extruders can provide higher torque and handle exotic filaments better than Bowden setups. However, direct-drive setups do add a lot of weight to the toolhead, so that limits your maximum print speed. Bowden setups don't offer many advantages over direct-drive systems other than that they're cheaper and lighter, which is important if you are on a budget and want a cheap printer, or want to print very fast. Bowden tubes are also quite finicky and tend to require a lot more maintenance than direct drive setups.