The difference is in air pressure and gravity.
Gravity means comfort for astronauts. It also makes, I suspect, science and industry a bit easier.
I don’t know what air pressure means. Spacewalks probably get easier. But now your structures have to deal with aerodynamic forces, which is annoying. Making up for that, you’re suspended in a soup of precursors and reagents—that opens up ISRU possibilities. And you should be getting less radiation in atmosphere.
On the whole, if you’re doing planetary science, I think being in the atmosphere is hard to beat. If you’re doing any industry, being near raw materials beats shipping anything unprocessed out of a gravity well. So if you’re staying for a while, you dip in. If, on the other hand, you’re just visiting for a few days, yeah, take a lander and then get back out again.