Liquid by itself does not work for you, sideswap works for you because of the mechanism it has to perform the peg-in and peg-out through a hotwallet, which translates into a swap without any relation with the peg-in and peg-out, besides, they do not have to be very large quantities since in that case a conventional peg-in and peg-out is performed.

It is not a question of preferring one thing or the other, it is that right now this option is more economical and leaves no trace in the chain in the sense that no enchange will block your funds because they come from a coinjoin.