I've been curious of that myself. Not sure on the answer but I've been told by DJI in Bangkok that I should use the OTG cable.
BUT! I will tell you that I was flying the other day using the OTG cable and my aircraft somehow got disconnected at a thousand feet and began it's RTH function. Fortunately the function worked great and the drone came home, unfortunately for me I was in a long tail boat shooting over water and had to make a water landing save by catching it while I was swimming. I'm not sure if there was a bad connection between the OTG cable and my phone or what but I don't think I'll be using the cable anymore after that incident.