there are two disadvantages that i can think of
1) data logging - i don't think the scan gauge supports data logging. with a usb device, you can record data
2) you are stuck with what they give you. with the usb, you can find other software or write your own and get exactly what you want from the ecu.
having said that, if you want easy to use, and you want to not have to fight with open source software or finding a road runner / media car module to display OBD data, the scan gauge comes with it's own display and is completely standalone.