For some people it is easier to manage that by having a file on their website, for others it is easier to do that through DNS records, there are no obvious best choices here.

However, for a hosted service like nostrplebs.com or zbd.gg to have a username for each user, it is vastly easier to do it through the well-known URL.

It is also much easier and familiar for client developers to make HTTP calls than to do DNS calls.