IMHO native packages are way easier!
If you don’t have a dedicated system, then Docker containers are maybe less resource intensive than running a full VM for native package installation. However, I know that native packages for Ubuntu 22.04 are broken and for Ubuntu 23.04 are somewhat improved but still not 100% functional which just leave Kali for easy native installation support. I also find making some persistent changes to the environment are easier for native packages (bare-metal or VM) than Docker.
Also, as far as I know, SSL/TLS is not supported for Docker containers, so if remote access is your use case requirement, native install is sort of required.
That being said, @bricks = is still the Wizard of the land!