I personally stray away from Statia, I tried OnLive and LiquidGaming when those were a thing, and online services just won't be the same in current day imo. I don't really have any pro's and cons otherwise if you're just a gamer. However, if you ever intend to get into modding Baldur's Gate 3 (if that's supported), I highly recommend considering Steam, simply because of update policies and how GOG works. GOG users who has tried to mod D:OS2 has had all sorts of issues with slow engine updates, etc.