On Shopify, the theme app block is the cleanest install: it drops into any OS 2.0 section by drag-and-drop, with no Liquid edits. For most merchant themes it is the right choice, and developers should reach for it before the script.
When to use the block
Use the theme app block on standard and most Plus storefronts running OS 2.0 themes. It keeps the install inside the theme editor, so merchants can place and move it without touching code.
When to use the script instead
Reach for the embed script on headless or Hydrogen storefronts, or anywhere you are rendering outside the Liquid theme. It is the same widget and the same data, just a different mount point.