I think most would agree that it's easier to wash chains off the bike. But most times washing isn't necessary, and a quick dry or damp rag wipe is all that's needed, and that's easier on the bike.

There's also the issue of which closure. If you have a reusable master link, there's no reason not to remove the chain. But otherwise removing the chain entails the expense of a new link or closure pin each time.

So the answer depends on the circumstances.